+34.5%
ORCL vs FIX
+1,045.2%
-1,010.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -6.5% | -13.9% | +7.4% | -2.0% |
| 30D | -16.6% | -35.5% | +19.0% | -3.1% |
| 3M | -21.6% | -33.9% | +12.3% | -10.3% |
| 6M | -39.4% | -43.3% | +3.9% | -27.7% |
| YTD | -38.7% | +18.7% | -57.3% | -46.0% |
| 1Y | -50.4% | +13.8% | -64.1% | -55.7% |
| 3Y | +8.1% | +495.0% | -486.9% | -49.2% |
| 5Y | +34.5% | +1,049.0% | -1,014.5% | -52.6% |
| All | +34.5% | +1,045.2% | -1,010.7% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling