-24.7%
LOW vs DT
+1.8%
-26.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | -2.6% | -2.5% | -0.1% | -2.7% |
| 30D | -11.1% | +3.5% | -14.7% | -11.0% |
| 3M | -8.5% | +26.7% | -35.2% | -7.6% |
| 6M | -20.8% | +36.1% | -57.0% | -19.6% |
| YTD | -17.2% | +18.6% | -35.9% | -16.0% |
| 1Y | -24.7% | +7.9% | -32.6% | -23.5% |
| All | -24.7% | +1.8% | -26.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling