+226.8%
LOW vs RF
+334.9%
-108.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +0.4% | +2.7% | -2.3% | -0.6% |
| 30D | -10.1% | -3.4% | -6.7% | -9.0% |
| 3M | -2.9% | +6.4% | -9.2% | -5.1% |
| 6M | -19.4% | +13.4% | -32.8% | -23.2% |
| YTD | -15.4% | +14.2% | -29.7% | -19.9% |
| 1Y | -24.9% | +15.7% | -40.6% | -29.4% |
| 3Y | -7.8% | +91.3% | -99.2% | -29.8% |
| 5Y | +8.4% | +89.8% | -81.4% | -19.7% |
| 10Y | +226.8% | +336.7% | -109.9% | +61.9% |
| All | +226.8% | +334.9% | -108.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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