+5.2%
LOW vs DT
-27.6%
+32.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | -8.9% | +3.0% | -11.9% | -9.4% |
| 3M | -10.4% | +26.5% | -36.9% | -14.2% |
| 6M | -19.4% | +35.9% | -55.3% | -24.4% |
| YTD | -17.1% | +17.8% | -35.0% | -20.4% |
| 1Y | -26.3% | +4.1% | -30.3% | -27.5% |
| 3Y | -9.9% | +5.3% | -15.2% | -13.3% |
| All | +5.2% | -27.6% | +32.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling