+24,538.0%
ORCL vs LOW
+39,052.5%
-14,514.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -11.2% | +7.4% | -18.6% | -13.7% |
| 30D | -18.8% | +24.5% | -43.3% | -25.3% |
| 3M | -18.8% | +3.5% | -22.2% | -20.4% |
| 6M | -39.7% | -2.6% | -37.2% | -40.2% |
| YTD | -39.6% | -4.8% | -34.8% | -39.9% |
| 1Y | -51.7% | -0.8% | -50.9% | -52.8% |
| 3Y | +10.2% | +22.8% | -12.6% | -1.8% |
| 5Y | +30.8% | +5.3% | +25.5% | +21.3% |
| 10Y | +252.1% | +309.5% | -57.4% | +88.8% |
| All | +24,538.0% | +39,052.5% | -14,514.5% | +2,121.7% |
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 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