+251.6%
ORCL vs LOW
+328.1%
-76.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +2.2% |
| 7D | +0.5% | +6.4% | -5.9% | -1.5% |
| 30D | -15.3% | +25.6% | -40.9% | -21.3% |
| 3M | -18.2% | +4.6% | -22.8% | -19.8% |
| 6M | -38.4% | +2.5% | -41.0% | -39.6% |
| YTD | -37.7% | -1.6% | -36.1% | -38.4% |
| 1Y | -49.3% | +1.7% | -51.0% | -50.6% |
| 3Y | +10.6% | +29.4% | -18.8% | -2.8% |
| 5Y | +35.5% | +9.6% | +25.9% | +24.3% |
| 10Y | +251.6% | +313.3% | -61.7% | +113.9% |
| All | +251.6% | +328.1% | -76.5% | +113.9% |
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