+6,124.3%
LOW vs O
+5,387.7%
+736.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -7.0% | -1.9% | -5.2% | -6.3% |
| 3M | -0.9% | +3.8% | -4.7% | -2.5% |
| 6M | -20.1% | -4.7% | -15.3% | -18.4% |
| YTD | -13.9% | +12.5% | -26.4% | -18.3% |
| 1Y | -21.1% | +10.8% | -32.0% | -24.8% |
| 3Y | -6.6% | +28.8% | -35.4% | -17.2% |
| 5Y | +9.4% | +13.2% | -3.8% | +2.0% |
| 10Y | +220.5% | +53.5% | +167.0% | +152.7% |
| All | +6,124.3% | +5,387.7% | +736.5% | +1,284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling