+420.4%
FIX vs O
+38.4%
+382.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.5% | -12.1% | -11.4% |
| 7D | -27.2% | +4.5% | -31.8% | -26.2% |
| 30D | -46.9% | +10.2% | -57.1% | -45.5% |
| 3M | -44.4% | -3.8% | -40.7% | -44.4% |
| 6M | -50.9% | -3.8% | -47.1% | -50.8% |
| YTD | +3.5% | +10.3% | -6.8% | +6.1% |
| 1Y | -2.1% | +11.9% | -14.0% | +0.6% |
| All | +420.4% | +38.4% | +382.0% | +397.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling