+207.2%
ON vs LOW
+2,435.5%
-2,228.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | +17.0% | +0.1% | +16.9% | +17.0% |
| 30D | -3.9% | +21.3% | -25.1% | -14.8% |
| 3M | -11.5% | +6.0% | -17.5% | -15.5% |
| 6M | -29.2% | +2.6% | -31.8% | -32.2% |
| YTD | +36.2% | -3.6% | +39.8% | +34.3% |
| 1Y | +49.6% | -1.0% | +50.6% | +45.1% |
| 3Y | +9.4% | +24.2% | -14.7% | -7.6% |
| 5Y | +25.8% | +6.3% | +19.5% | +16.8% |
| 10Y | +557.1% | +294.1% | +263.0% | +189.2% |
| All | +207.2% | +2,435.5% | -2,228.3% | -56.0% |
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 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