+2,500.8%
ORCL vs FIX
+7,433.0%
-4,932.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -11.6% | +4.7% | -4.2% |
| 7D | -17.5% | -27.2% | +9.8% | -11.3% |
| 30D | -20.2% | -46.9% | +26.8% | -7.8% |
| 3M | -19.9% | -44.4% | +24.5% | -8.9% |
| 6M | -37.4% | -50.9% | +13.5% | -27.3% |
| YTD | -40.1% | +3.5% | -43.7% | -42.0% |
| 1Y | -53.4% | -2.1% | -51.3% | -54.3% |
| 3Y | +10.4% | +418.7% | -408.3% | -27.0% |
| 5Y | +29.8% | +894.6% | -864.8% | -26.2% |
| 10Y | +249.2% | +3,465.5% | -3,216.3% | +45.6% |
| All | +2,500.8% | +7,433.0% | -4,932.2% | +626.0% |
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