+1,512.3%
FIX vs ONON
-5.0%
+1,517.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +9.4% | -10.0% | +19.4% | +11.8% |
| 30D | -27.8% | -5.3% | -22.5% | -27.2% |
| 3M | -35.6% | +6.5% | -42.0% | -36.7% |
| 6M | -45.2% | -5.0% | -40.3% | -45.7% |
| YTD | +19.5% | -27.6% | +47.1% | +25.1% |
| 1Y | +24.2% | -20.7% | +44.9% | +27.4% |
| 3Y | +494.2% | +26.6% | +467.5% | +452.3% |
| 5Y | +1,036.1% | -9.6% | +1,045.7% | +916.6% |
| All | +1,512.3% | -5.0% | +1,517.3% | +1,344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling