+9,428.5%
LOW vs DRI
+8,060.6%
+1,367.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +8.7% | +4.2% | +4.4% | +7.2% |
| 30D | +25.5% | +15.7% | +9.8% | +19.3% |
| 3M | +6.6% | +5.8% | +0.8% | +4.4% |
| 6M | +2.4% | +18.4% | -16.0% | -3.8% |
| YTD | -1.7% | +28.2% | -29.9% | -10.6% |
| 1Y | +1.7% | +35.9% | -34.2% | -9.5% |
| 3Y | +26.6% | +67.7% | -41.2% | +2.5% |
| 5Y | +10.1% | +77.9% | -67.7% | -13.7% |
| 10Y | +303.3% | +338.7% | -35.4% | +105.2% |
| All | +9,428.5% | +8,060.6% | +1,367.9% | +1,802.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling