+1,373.4%
FIX vs ONON
+5.5%
+1,367.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -17.5% | +10.6% | -28.1% | -19.4% |
| 30D | -41.6% | +12.5% | -54.0% | -43.2% |
| 3M | -40.6% | +0.1% | -40.6% | -41.2% |
| 6M | -49.4% | +3.6% | -53.0% | -50.7% |
| YTD | +9.2% | -19.6% | +28.8% | +11.9% |
| 1Y | +6.5% | +5.2% | +1.2% | +2.4% |
| 3Y | +448.7% | +33.1% | +415.6% | +403.8% |
| 5Y | +948.7% | -4.7% | +953.4% | +820.8% |
| All | +1,373.4% | +5.5% | +1,367.9% | +1,191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling