-43.3%
ORCL vs FIX
+17.6%
-60.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.1% |
| 7D | +10.4% | +17.0% | -6.6% | +5.0% |
| 30D | -11.2% | -30.6% | +19.4% | -1.8% |
| 3M | -16.8% | -35.0% | +18.3% | -6.6% |
| 6M | -31.5% | -44.0% | +12.5% | -20.3% |
| YTD | -33.9% | +21.1% | -55.1% | -43.8% |
| 1Y | -43.3% | +16.3% | -59.5% | -50.9% |
| All | -43.3% | +17.6% | -60.9% | -50.9% |
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