-21.1%
LOW vs O
+11.2%
-32.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.3% |
| 30D | -7.0% | -1.9% | -5.2% | -6.1% |
| 3M | -0.9% | +3.8% | -4.7% | -2.5% |
| 6M | -20.1% | -4.7% | -15.3% | -18.5% |
| YTD | -13.9% | +12.5% | -26.4% | -17.5% |
| 1Y | -21.1% | +10.8% | -32.0% | -25.3% |
| All | -21.1% | +11.2% | -32.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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