+244.8%
ORCL vs FIX
+3,608.1%
-3,363.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -1.0% |
| 7D | -11.2% | -17.5% | +6.3% | -5.8% |
| 30D | -18.8% | -41.6% | +22.7% | -3.7% |
| 3M | -18.8% | -40.6% | +21.8% | -4.8% |
| 6M | -39.7% | -49.4% | +9.6% | -26.5% |
| YTD | -39.6% | +9.2% | -48.8% | -44.1% |
| 1Y | -51.7% | +6.5% | -58.2% | -55.0% |
| 3Y | +10.2% | +448.7% | -438.5% | -41.2% |
| 5Y | +30.8% | +948.7% | -917.9% | -44.0% |
| All | +244.8% | +3,608.1% | -3,363.4% | +1.0% |
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