+1,582.1%
FIX vs ONON
-1.9%
+1,584.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +6.4% | -10.1% | +16.6% | +8.8% |
| 30D | -29.1% | -1.8% | -27.3% | -29.0% |
| 3M | -31.1% | +12.3% | -43.4% | -33.1% |
| 6M | -42.8% | +2.0% | -44.8% | -44.2% |
| YTD | +24.6% | -25.3% | +50.0% | +29.7% |
| 1Y | +21.9% | -1.3% | +23.3% | +18.8% |
| 3Y | +524.9% | +29.0% | +495.9% | +478.4% |
| 5Y | +1,092.2% | -6.2% | +1,098.4% | +959.6% |
| All | +1,582.1% | -1.9% | +1,584.0% | +1,396.8% |
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