+535.7%
ON vs FIX
+3,723.8%
-3,188.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.1% | -13.9% | +9.8% | +2.5% |
| 30D | -10.2% | -35.5% | +25.3% | +9.5% |
| 3M | -12.7% | -33.9% | +21.2% | +4.9% |
| 6M | -32.5% | -43.3% | +10.8% | -11.5% |
| YTD | +28.6% | +18.7% | +9.9% | +18.9% |
| 1Y | +43.4% | +13.8% | +29.6% | +34.1% |
| 3Y | +3.3% | +495.0% | -491.6% | -62.4% |
| 5Y | +22.5% | +1,049.0% | -1,026.5% | -69.6% |
| 10Y | +535.7% | +3,644.4% | -3,108.7% | -10.8% |
| All | +535.7% | +3,723.8% | -3,188.1% | -10.8% |
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