-43.7%
FIX vs O
+10.6%
-54.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.5% | -12.1% | -10.6% |
| 7D | -27.2% | +4.5% | -31.8% | -20.2% |
| 30D | -46.9% | +10.2% | -57.1% | -37.7% |
| All | -43.7% | +10.6% | -54.2% | -33.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling