+572.1%
ON vs LOW
+233.1%
+339.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | -4.7% | -2.6% | -2.1% | -2.8% |
| 30D | -13.5% | -11.1% | -2.3% | -6.1% |
| 3M | -36.3% | -8.5% | -27.8% | -33.2% |
| 6M | +17.8% | -20.8% | +38.6% | +36.0% |
| YTD | +29.6% | -17.2% | +46.8% | +43.7% |
| 1Y | +45.8% | -24.7% | +70.5% | +73.2% |
| 3Y | -28.3% | -9.7% | -18.6% | -27.1% |
| 5Y | +49.6% | +6.0% | +43.7% | +34.5% |
| All | +572.1% | +233.1% | +339.0% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling