-28.0%
ORCL vs FIX
+128.3%
-156.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +5.3% | +6.0% | -0.8% | +3.2% |
| 30D | +10.0% | -7.2% | +17.2% | +12.4% |
| 3M | -32.6% | -15.9% | -16.7% | -29.4% |
| 6M | +4.9% | +12.7% | -7.8% | -3.4% |
| YTD | -17.8% | +72.8% | -90.5% | -40.0% |
| 1Y | -28.0% | +122.9% | -150.9% | -62.3% |
| All | -28.0% | +128.3% | -156.2% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling