-5.8%
LOW vs RF
+86.8%
-92.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | -7.0% | -3.6% | -3.4% | -5.8% |
| 3M | -0.9% | +8.1% | -9.0% | -3.8% |
| 6M | -20.1% | +11.5% | -31.5% | -23.4% |
| YTD | -13.9% | +15.6% | -29.5% | -18.8% |
| 1Y | -21.1% | +15.7% | -36.8% | -25.8% |
| All | -5.8% | +86.8% | -92.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling