+162.5%
ON vs FIX
+17,431.4%
-17,268.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -11.6% | 0.0% | -7.4% |
| 7D | -16.3% | -27.2% | +11.0% | -6.5% |
| 30D | -27.0% | -46.9% | +19.9% | -9.2% |
| 3M | -18.1% | -44.4% | +26.3% | 0.0% |
| 6M | -38.6% | -50.9% | +12.3% | -20.7% |
| YTD | +16.4% | +3.5% | +12.8% | +15.5% |
| 1Y | +25.8% | -2.1% | +27.9% | +26.6% |
| 3Y | -7.7% | +418.7% | -426.4% | -51.0% |
| 5Y | +6.6% | +894.6% | -888.0% | -55.0% |
| 10Y | +444.6% | +3,465.5% | -3,020.9% | +48.0% |
| All | +162.5% | +17,431.4% | -17,268.9% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling