+3,644.4%
FIX vs O
+78.3%
+3,566.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -13.9% | +3.5% | -17.5% | -15.5% |
| 30D | -35.5% | +10.4% | -46.0% | -38.8% |
| 3M | -33.9% | -2.4% | -31.5% | -33.6% |
| 6M | -43.3% | -1.2% | -42.1% | -43.9% |
| YTD | +18.7% | +10.4% | +8.3% | +11.2% |
| 1Y | +13.8% | +11.4% | +2.3% | +5.9% |
| 3Y | +495.0% | +40.4% | +454.6% | +371.5% |
| 5Y | +1,049.0% | +12.1% | +1,036.9% | +928.7% |
| 10Y | +3,644.4% | +82.7% | +3,561.7% | +2,688.5% |
| All | +3,644.4% | +78.3% | +3,566.1% | +2,688.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling