+948.1%
FIX vs O
+10.1%
+937.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -17.5% | +3.7% | -21.2% | -18.0% |
| 30D | -41.6% | +11.2% | -52.8% | -42.9% |
| 3M | -40.6% | -4.0% | -36.6% | -40.1% |
| 6M | -49.4% | -5.2% | -44.1% | -49.0% |
| YTD | +9.2% | +9.5% | -0.3% | +5.7% |
| 1Y | +6.5% | +10.6% | -4.1% | +2.6% |
| 3Y | +448.7% | +38.1% | +410.6% | +356.0% |
| All | +948.1% | +10.1% | +937.9% | +914.3% |
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 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