+289.0%
LOW vs P
+469.1%
-180.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | +7.4% | -23.8% | +31.2% | +11.4% |
| 30D | +24.5% | -36.6% | +61.1% | +32.2% |
| 3M | +3.5% | +10.9% | -7.4% | -0.6% |
| 6M | -2.6% | +30.0% | -32.6% | -10.5% |
| YTD | -4.8% | +44.4% | -49.2% | -15.2% |
| 1Y | -0.8% | +3.9% | -4.7% | -7.4% |
| 3Y | +22.8% | +176.6% | -153.8% | -13.8% |
| 5Y | +5.3% | +249.3% | -244.0% | -32.4% |
| 10Y | +309.5% | +726.9% | -417.4% | +116.6% |
| All | +289.0% | +469.1% | -180.1% | +102.8% |
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