+5.2%
LOW vs O
+15.7%
-10.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -2.9% | -0.9% | -2.2% |
| 30D | -8.9% | -4.5% | -4.3% | -6.6% |
| 3M | -10.4% | -2.6% | -7.8% | -9.1% |
| 6M | -19.4% | -5.6% | -13.8% | -16.9% |
| YTD | -17.1% | +9.3% | -26.4% | -20.9% |
| 1Y | -26.3% | +4.3% | -30.6% | -28.0% |
| 3Y | -9.9% | +27.4% | -37.3% | -21.8% |
| All | +5.2% | +15.7% | -10.5% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling