+3,472.8%
ORCL vs FIX
+12,471.5%
-8,998.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | +5.3% | +6.0% | -0.8% | +3.8% |
| 30D | +10.0% | -7.2% | +17.2% | +11.6% |
| 3M | -32.6% | -15.9% | -16.7% | -30.4% |
| 6M | +4.9% | +12.7% | -7.8% | +0.5% |
| YTD | -17.8% | +72.8% | -90.5% | -29.0% |
| 1Y | -28.0% | +122.9% | -150.9% | -41.4% |
| 3Y | +36.0% | +774.3% | -738.3% | -20.1% |
| 5Y | +88.7% | +2,049.5% | -1,960.8% | -9.4% |
| 10Y | +346.9% | +5,821.5% | -5,474.6% | +65.6% |
| All | +3,472.8% | +12,471.5% | -8,998.7% | +789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling