-53.4%
ORCL vs FIX
+0.4%
-53.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -11.6% | +4.7% | -3.3% |
| 7D | -17.5% | -27.2% | +9.8% | -9.4% |
| 30D | -20.2% | -46.9% | +26.8% | -4.3% |
| 3M | -19.9% | -44.4% | +24.5% | -5.6% |
| 6M | -37.4% | -50.9% | +13.5% | -24.1% |
| YTD | -40.1% | +3.5% | -43.7% | -46.5% |
| 1Y | -53.4% | -2.1% | -51.3% | -57.4% |
| All | -53.4% | +0.4% | -53.7% | -57.4% |
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