+33,471.1%
ORCL vs LOW
+35,323.5%
-1,852.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | +10.0% | -7.0% | +17.0% | +12.7% |
| 3M | -32.6% | -0.9% | -31.7% | -32.8% |
| 6M | +4.9% | -20.1% | +25.0% | +12.0% |
| YTD | -17.8% | -13.9% | -3.8% | -14.6% |
| 1Y | -28.0% | -21.1% | -6.9% | -23.4% |
| 3Y | +36.0% | -6.6% | +42.7% | +34.4% |
| 5Y | +88.7% | +9.4% | +79.4% | +73.8% |
| 10Y | +346.9% | +220.5% | +126.4% | +163.0% |
| All | +33,471.1% | +35,323.5% | -1,852.3% | +3,057.4% |
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 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