+523.3%
ON vs LOW
+292.8%
+230.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | +1.4% | +10.8% | +11.3% |
| 30D | -3.1% | +21.7% | -24.8% | -16.6% |
| 3M | -12.9% | +5.0% | -17.9% | -17.1% |
| 6M | -38.6% | +4.6% | -43.2% | -42.5% |
| YTD | +31.2% | -3.5% | +34.7% | +28.8% |
| 1Y | +47.6% | +0.5% | +47.1% | +40.1% |
| 3Y | +6.6% | +24.8% | -18.2% | -15.6% |
| 5Y | +21.3% | +6.5% | +14.8% | +7.7% |
| All | +523.3% | +292.8% | +230.5% | +134.8% |
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