-9.1%
LOW vs DT
+6.3%
-15.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -9.3% | +0.1% | -9.3% | -9.3% |
| 3M | -8.1% | +24.1% | -32.2% | -9.7% |
| 6M | -19.8% | +30.1% | -49.9% | -21.7% |
| YTD | -16.4% | +16.8% | -33.1% | -17.3% |
| 1Y | -24.7% | -0.1% | -24.6% | -23.8% |
| All | -9.1% | +6.3% | -15.3% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling