-7.8%
LOW vs O
+30.3%
-38.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.4% | -0.6% | +0.9% | +0.6% |
| 30D | -10.1% | -2.0% | -8.1% | -9.2% |
| 3M | -2.9% | +3.0% | -5.9% | -4.2% |
| 6M | -19.4% | -3.6% | -15.8% | -17.9% |
| YTD | -15.4% | +12.1% | -27.5% | -19.9% |
| 1Y | -24.9% | +8.9% | -33.8% | -28.0% |
| 3Y | -7.8% | +30.3% | -38.2% | -17.6% |
| All | -7.8% | +30.3% | -38.1% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling