+209.9%
ON vs FIX
+29,157.3%
-28,947.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | +2.4% | +6.0% | -3.6% | +0.3% |
| 30D | -3.3% | -7.2% | +4.0% | -0.8% |
| 3M | -43.6% | -15.9% | -27.7% | -39.4% |
| 6M | +19.0% | +12.7% | +6.2% | +15.6% |
| YTD | +37.4% | +72.8% | -35.4% | +14.5% |
| 1Y | +54.8% | +122.9% | -68.1% | +16.5% |
| 3Y | -25.2% | +774.3% | -799.5% | -66.9% |
| 5Y | +62.7% | +2,049.5% | -1,986.8% | -47.0% |
| 10Y | +574.3% | +5,821.5% | -5,247.1% | +53.7% |
| All | +209.9% | +29,157.3% | -28,947.4% | -63.0% |
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 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