+1,027.6%
FIX vs O
+7.0%
+1,020.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | -27.8% | +7.1% | -34.9% | -28.8% |
| 3M | -35.6% | -5.2% | -30.3% | -34.8% |
| 6M | -45.2% | -1.8% | -43.5% | -45.4% |
| YTD | +19.5% | +9.1% | +10.4% | +15.7% |
| 1Y | +24.2% | +9.7% | +14.6% | +20.0% |
| 3Y | +494.2% | +39.1% | +455.0% | +390.9% |
| All | +1,027.6% | +7.0% | +1,020.6% | +1,010.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling