+313.3%
LOW vs P
+748.5%
-435.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -2.9% | +2.3% |
| 7D | +6.4% | -9.6% | +16.0% | +7.8% |
| 30D | +25.6% | -33.4% | +59.0% | +33.1% |
| 3M | +4.6% | +14.2% | -9.6% | -0.4% |
| 6M | +2.5% | +31.6% | -29.0% | -6.7% |
| YTD | -1.6% | +53.5% | -55.1% | -14.4% |
| 1Y | +1.7% | +14.2% | -12.4% | -7.4% |
| 3Y | +29.4% | +190.5% | -161.1% | -14.3% |
| 5Y | +9.6% | +256.3% | -246.7% | -34.3% |
| 10Y | +313.3% | +707.9% | -394.5% | +94.6% |
| All | +313.3% | +748.5% | -435.2% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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