-25.1%
ON vs FIX
+782.4%
-807.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | +2.4% | +6.0% | -3.6% | -0.1% |
| 30D | -3.3% | -7.2% | +4.0% | -0.3% |
| 3M | -43.6% | -15.9% | -27.7% | -38.7% |
| 6M | +19.0% | +12.7% | +6.2% | +16.6% |
| YTD | +37.4% | +72.8% | -35.4% | +16.2% |
| 1Y | +54.8% | +122.9% | -68.1% | +18.2% |
| All | -25.1% | +782.4% | -807.5% | -65.0% |
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