+12,471.5%
FIX vs O
+2,534.9%
+9,936.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.0% | -0.7% | +6.8% | +6.4% |
| 30D | -7.2% | -1.9% | -5.4% | -6.5% |
| 3M | -15.9% | +3.8% | -19.7% | -18.2% |
| 6M | +12.7% | -4.7% | +17.5% | +14.4% |
| YTD | +72.8% | +12.5% | +60.3% | +61.4% |
| 1Y | +122.9% | +10.8% | +112.1% | +109.0% |
| 3Y | +774.3% | +28.8% | +745.5% | +636.4% |
| 5Y | +2,049.5% | +13.2% | +2,036.3% | +1,828.5% |
| 10Y | +5,821.5% | +53.5% | +5,768.0% | +4,245.3% |
| All | +12,471.5% | +2,534.9% | +9,936.6% | +1,615.4% |
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