+1,682.3%
NOK vs LOW
+6,874.8%
-5,192.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.9% |
| 7D | +7.3% | +0.4% | +6.9% | +7.0% |
| 30D | +13.8% | -10.1% | +23.9% | +18.3% |
| 3M | -27.0% | -2.9% | -24.2% | -27.0% |
| 6M | +37.6% | -19.4% | +57.0% | +47.0% |
| YTD | +64.6% | -15.4% | +80.0% | +71.8% |
| 1Y | +132.0% | -24.9% | +157.0% | +152.6% |
| 3Y | +183.7% | -7.8% | +191.5% | +180.4% |
| 5Y | +101.3% | +8.4% | +92.9% | +84.0% |
| 10Y | +122.4% | +226.8% | -104.4% | +19.8% |
| All | +1,682.3% | +6,874.8% | -5,192.5% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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