+3,653.2%
FIX vs O
+69.5%
+3,583.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | -17.5% | +3.7% | -21.2% | -19.0% |
| 30D | -41.6% | +11.2% | -52.8% | -44.7% |
| 3M | -40.6% | -4.0% | -36.6% | -39.9% |
| 6M | -49.4% | -5.2% | -44.1% | -48.9% |
| YTD | +9.2% | +9.5% | -0.3% | +2.8% |
| 1Y | +6.5% | +10.6% | -4.1% | -0.5% |
| 3Y | +448.7% | +38.1% | +410.6% | +340.2% |
| 5Y | +948.7% | +10.2% | +938.5% | +849.0% |
| All | +3,653.2% | +69.5% | +3,583.7% | +2,831.4% |
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