-49.5%
ORCL vs LOW
-0.5%
-49.0%
-53.6%
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% | -0.6% |
| 7D | -14.4% | +15.6% | -30.0% | -12.4% |
| 30D | -12.8% | +28.6% | -41.4% | -10.0% |
| 3M | -14.8% | +5.8% | -20.6% | -13.8% |
| 6M | -30.9% | +3.8% | -34.7% | -29.5% |
| YTD | -35.7% | -2.8% | -32.9% | -32.7% |
| 1Y | -49.5% | -1.4% | -48.1% | -47.7% |
| All | -49.5% | -0.5% | -49.0% | -47.7% |
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