+47.6%
ON vs LOW
-0.5%
+48.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -2.1% |
| 7D | -5.8% | +15.6% | -21.4% | -6.6% |
| 30D | -17.1% | +28.6% | -45.7% | -18.8% |
| 3M | -11.8% | +5.8% | -17.7% | -11.4% |
| 6M | -30.2% | +3.8% | -34.0% | -29.1% |
| YTD | +31.6% | -2.8% | +34.4% | +36.1% |
| 1Y | +47.6% | -1.4% | +49.0% | +50.5% |
| All | +47.6% | -0.5% | +48.0% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling