+7.4%
ON vs FIX
+503.8%
-496.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | +5.0% |
| 7D | -1.4% | -7.2% | +5.8% | +1.2% |
| 30D | -10.9% | -35.1% | +24.3% | +6.4% |
| 3M | -14.9% | -34.3% | +19.4% | +0.9% |
| 6M | -33.0% | -42.9% | +9.9% | -14.7% |
| YTD | +27.6% | +19.5% | +8.2% | +24.9% |
| 1Y | +44.5% | +16.8% | +27.7% | +41.8% |
| 3Y | +7.4% | +506.7% | -499.3% | -48.0% |
| All | +7.4% | +503.8% | -496.4% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling