+14.4%
FIX vs O
+8.1%
+6.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.1% | -13.4% |
| 7D | -18.9% | +5.8% | -24.7% | -16.3% |
| 30D | -36.3% | +10.7% | -47.0% | -33.2% |
| 3M | -38.5% | -4.5% | -34.0% | -38.3% |
| 6M | -42.3% | -4.1% | -38.2% | -41.6% |
| YTD | +17.1% | +9.8% | +7.3% | +23.1% |
| 1Y | +14.4% | +11.3% | +3.1% | +18.0% |
| All | +14.4% | +8.1% | +6.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling