+275.4%
ORCL vs FIX
+3,615.9%
-3,340.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.1% |
| 7D | +10.4% | +17.0% | -6.6% | +4.7% |
| 30D | -11.2% | -30.6% | +19.4% | -0.6% |
| 3M | -16.8% | -35.0% | +18.3% | -5.3% |
| 6M | -31.5% | -44.0% | +12.5% | -19.1% |
| YTD | -33.9% | +21.1% | -55.1% | -40.9% |
| 1Y | -43.3% | +16.3% | -59.5% | -48.6% |
| 3Y | +16.5% | +507.4% | -490.9% | -40.1% |
| 5Y | +45.4% | +1,052.1% | -1,006.7% | -39.8% |
| All | +275.4% | +3,615.9% | -3,340.4% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling