+7.8%
ON vs FIX
+933.9%
-926.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | -2.1% |
| 7D | -11.7% | -17.5% | +5.8% | -3.9% |
| 30D | -23.3% | -41.6% | +18.3% | -2.2% |
| 3M | -19.2% | -40.6% | +21.4% | +1.9% |
| 6M | -40.1% | -49.4% | +9.2% | -17.6% |
| YTD | +16.9% | +9.2% | +7.7% | +14.9% |
| 1Y | +29.7% | +6.5% | +23.3% | +28.0% |
| 3Y | -4.4% | +448.7% | -453.1% | -64.8% |
| All | +7.8% | +933.9% | -926.1% | -77.4% |
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