+227.1%
LOW vs O
+54.2%
+172.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -0.8% |
| 30D | -11.1% | -3.3% | -7.8% | -9.6% |
| 3M | -8.5% | -2.8% | -5.7% | -7.2% |
| 6M | -20.8% | -5.8% | -15.1% | -18.4% |
| YTD | -17.2% | +9.4% | -26.6% | -21.0% |
| 1Y | -24.7% | +5.7% | -30.4% | -27.0% |
| 3Y | -9.7% | +27.2% | -37.0% | -21.2% |
| 5Y | +6.0% | +17.2% | -11.2% | -4.1% |
| All | +227.1% | +54.2% | +172.9% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling