-27.5%
ON vs LOW
-9.4%
-18.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -1.9% | -0.6% | -1.3% | -1.5% |
| 30D | -11.0% | -9.3% | -1.8% | -6.6% |
| 3M | -39.3% | -8.1% | -31.3% | -37.3% |
| 6M | +19.8% | -19.8% | +39.6% | +34.3% |
| YTD | +31.1% | -16.4% | +47.4% | +41.4% |
| 1Y | +46.0% | -24.7% | +70.7% | +69.7% |
| All | -27.5% | -9.4% | -18.1% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling