+162.3%
LOW vs DT
+75.7%
+86.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | +3.1% | -1.7% | +0.7% |
| 30D | +21.7% | -29.5% | +51.2% | +30.6% |
| 3M | +5.0% | -11.7% | +16.7% | +6.9% |
| 6M | +4.6% | +29.0% | -24.4% | -3.2% |
| YTD | -3.5% | +3.4% | -6.9% | -7.0% |
| 1Y | +0.5% | -4.2% | +4.8% | -1.4% |
| 3Y | +24.8% | -12.8% | +37.6% | +22.5% |
| 5Y | +6.5% | -39.6% | +46.0% | +9.9% |
| All | +162.3% | +75.7% | +86.6% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling