-4.4%
ON vs FIX
+448.6%
-453.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | -1.9% |
| 7D | -11.7% | -17.5% | +5.8% | -4.6% |
| 30D | -23.3% | -41.6% | +18.3% | -4.2% |
| 3M | -19.2% | -40.6% | +21.4% | 0.0% |
| 6M | -40.1% | -49.4% | +9.2% | -19.9% |
| YTD | +16.9% | +9.2% | +7.7% | +19.0% |
| 1Y | +29.7% | +6.5% | +23.3% | +32.4% |
| 3Y | -4.4% | +448.7% | -453.1% | -51.8% |
| All | -4.4% | +448.6% | -453.0% | -51.8% |
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 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