+7,433.0%
FIX vs O
+2,484.6%
+4,948.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.5% | -12.1% | -11.8% |
| 7D | -27.2% | +4.5% | -31.8% | -29.0% |
| 30D | -46.9% | +10.2% | -57.1% | -49.7% |
| 3M | -44.4% | -3.8% | -40.7% | -43.8% |
| 6M | -50.9% | -3.8% | -47.1% | -50.8% |
| YTD | +3.5% | +10.3% | -6.8% | -3.1% |
| 1Y | -2.1% | +11.9% | -14.0% | -9.1% |
| 3Y | +418.7% | +38.1% | +380.6% | +319.7% |
| 5Y | +894.6% | +11.1% | +883.5% | +794.5% |
| 10Y | +3,465.5% | +72.7% | +3,392.8% | +2,357.6% |
| All | +7,433.0% | +2,484.6% | +4,948.4% | +930.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling