+368.8%
ORCL vs LOW
+225.8%
+143.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.2% |
| 7D | +10.9% | -0.6% | +11.5% | +11.1% |
| 30D | +7.0% | -9.3% | +16.3% | +10.2% |
| 3M | -21.2% | -8.1% | -13.1% | -19.5% |
| 6M | +7.4% | -19.8% | +27.1% | +13.9% |
| YTD | -16.3% | -16.4% | +0.1% | -12.6% |
| 1Y | -32.3% | -24.7% | -7.6% | -27.2% |
| 3Y | +32.6% | -8.8% | +41.4% | +31.4% |
| 5Y | +93.1% | +7.8% | +85.3% | +78.1% |
| 10Y | +368.8% | +233.8% | +134.9% | +202.3% |
| All | +368.8% | +225.8% | +143.0% | +202.3% |
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 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