+91.4%
ORCL vs LOW
+9.5%
+81.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.7% |
| 7D | +5.3% | -1.7% | +7.0% | +5.8% |
| 30D | +10.0% | -7.0% | +17.0% | +12.0% |
| 3M | -32.6% | -0.9% | -31.7% | -32.9% |
| 6M | +4.9% | -20.1% | +25.0% | +11.3% |
| YTD | -17.8% | -13.9% | -3.8% | -15.1% |
| 1Y | -28.0% | -21.1% | -6.9% | -23.7% |
| 3Y | +36.0% | -6.6% | +42.7% | +32.2% |
| All | +91.4% | +9.5% | +81.9% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling