+0.6%
LOW vs RF
+18.8%
-18.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +25.6% | +4.6% | +21.0% | +23.1% |
| 3M | +5.3% | -8.4% | +13.8% | +9.4% |
| 6M | +3.7% | +8.9% | -5.1% | -0.3% |
| YTD | -1.9% | +8.8% | -10.7% | -7.6% |
| 1Y | +0.6% | +18.9% | -18.3% | -11.2% |
| All | +0.6% | +18.8% | -18.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling