+252.0%
LOW vs P
+485.4%
-233.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -1.7% | +6.5% | -8.3% | -2.8% |
| 30D | -7.0% | +18.8% | -25.9% | -10.2% |
| 3M | -0.9% | +26.7% | -27.6% | -6.0% |
| 6M | -20.1% | +62.2% | -82.2% | -28.4% |
| YTD | -13.9% | +48.5% | -62.4% | -22.3% |
| 1Y | -21.1% | +26.4% | -47.5% | -28.1% |
| 3Y | -6.6% | +159.4% | -166.0% | -32.2% |
| 5Y | +9.4% | +275.8% | -266.4% | -29.7% |
| 10Y | +220.5% | +732.0% | -511.5% | +71.9% |
| All | +252.0% | +485.4% | -233.4% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling