+301.7%
LOW vs P
+499.9%
-198.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +8.7% | -13.3% | +22.0% | +10.7% |
| 30D | +25.5% | -34.0% | +59.4% | +32.5% |
| 3M | +6.6% | +4.1% | +2.5% | +3.7% |
| 6M | +2.4% | +30.5% | -28.0% | -5.8% |
| YTD | -1.7% | +52.2% | -53.9% | -13.2% |
| 1Y | +1.7% | +10.3% | -8.6% | -5.9% |
| 3Y | +26.6% | +180.9% | -154.3% | -11.0% |
| 5Y | +10.1% | +259.7% | -249.6% | -29.4% |
| 10Y | +303.3% | +652.6% | -349.3% | +112.3% |
| All | +301.7% | +499.9% | -198.2% | +107.8% |
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