+10.2%
ORCL vs FIX
+448.6%
-438.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -1.2% |
| 7D | -11.2% | -17.5% | +6.3% | -5.2% |
| 30D | -18.8% | -41.6% | +22.7% | -2.0% |
| 3M | -18.8% | -40.6% | +21.8% | -3.2% |
| 6M | -39.7% | -49.4% | +9.6% | -24.8% |
| YTD | -39.6% | +9.2% | -48.8% | -45.6% |
| 1Y | -51.7% | +6.5% | -58.2% | -56.2% |
| 3Y | +10.2% | +448.7% | -438.5% | -40.4% |
| All | +10.2% | +448.6% | -438.4% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling