+125.0%
LOW vs DT
+101.6%
+23.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -2.6% | -2.5% | -0.1% | -2.1% |
| 30D | -11.1% | +3.5% | -14.7% | -12.0% |
| 3M | -8.5% | +26.7% | -35.2% | -13.7% |
| 6M | -20.8% | +36.1% | -57.0% | -27.5% |
| YTD | -17.2% | +18.6% | -35.9% | -22.0% |
| 1Y | -24.7% | +7.9% | -32.6% | -27.6% |
| 3Y | -9.7% | +8.6% | -18.3% | -15.4% |
| 5Y | +6.0% | -26.7% | +32.7% | +4.8% |
| All | +125.0% | +101.6% | +23.4% | +46.6% |
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