+516.0%
ON vs FIX
+4,032.2%
-3,516.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | +4.6% |
| 7D | -1.4% | -7.2% | +5.8% | +1.5% |
| 30D | -10.9% | -35.1% | +24.3% | +8.4% |
| 3M | -14.9% | -34.3% | +19.4% | +2.6% |
| 6M | -33.0% | -42.9% | +9.9% | -12.5% |
| YTD | +27.6% | +19.5% | +8.2% | +17.7% |
| 1Y | +44.5% | +16.8% | +27.7% | +33.5% |
| 3Y | +7.4% | +506.7% | -499.3% | -61.2% |
| 5Y | +18.7% | +1,046.7% | -1,028.0% | -70.3% |
| 10Y | +516.0% | +3,800.0% | -3,284.0% | -13.6% |
| All | +516.0% | +4,032.2% | -3,516.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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