+358.3%
DELL vs LOW
-25.0%
+383.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | -3.7% | +12.0% | +7.5% |
| 30D | +17.1% | -8.9% | +26.0% | +15.1% |
| 3M | +45.2% | -10.4% | +55.6% | +42.5% |
| 6M | +286.8% | -19.4% | +306.2% | +286.0% |
| YTD | +354.8% | -17.1% | +371.9% | +368.1% |
| 1Y | +358.3% | -26.3% | +384.5% | +272.8% |
| All | +358.3% | -25.0% | +383.3% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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