+20.0%
ON vs FIX
+1,026.2%
-1,006.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | +12.2% | +9.4% | +2.8% | +7.6% |
| 30D | -3.1% | -27.8% | +24.6% | +11.6% |
| 3M | -12.9% | -35.6% | +22.7% | +5.8% |
| 6M | -38.6% | -45.2% | +6.6% | -18.6% |
| YTD | +31.2% | +19.5% | +11.8% | +23.7% |
| 1Y | +47.6% | +24.2% | +23.4% | +36.0% |
| 3Y | +6.6% | +494.2% | -487.5% | -62.0% |
| All | +20.0% | +1,026.2% | -1,006.2% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling