+39,219.9%
LOW vs RF
+1,423.8%
+37,796.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +7.4% | -0.9% | +8.3% | +7.7% |
| 30D | +24.5% | +6.0% | +18.4% | +22.5% |
| 3M | +3.5% | -8.9% | +12.4% | +6.2% |
| 6M | -2.6% | +2.3% | -4.9% | -3.3% |
| YTD | -4.8% | +7.6% | -12.4% | -7.0% |
| 1Y | -0.8% | +21.2% | -22.0% | -6.2% |
| 3Y | +22.8% | +108.5% | -85.7% | -1.3% |
| 5Y | +5.3% | +43.2% | -37.9% | -8.0% |
| 10Y | +309.5% | +288.1% | +21.4% | +158.2% |
| All | +39,219.9% | +1,423.8% | +37,796.0% | +8,931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling