+270.3%
ORCL vs AU
+818.2%
-548.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +8.0% | -7.2% | +15.2% | +8.5% |
| 30D | -4.0% | -2.9% | -1.1% | -3.9% |
| 3M | -19.5% | -8.7% | -10.8% | -19.0% |
| 6M | -33.5% | -14.1% | -19.3% | -33.1% |
| YTD | -34.8% | +4.8% | -39.6% | -35.2% |
| 1Y | -41.6% | +11.9% | -53.5% | -42.1% |
| 3Y | +13.8% | +513.8% | -500.0% | +8.1% |
| 5Y | +43.4% | +379.3% | -335.9% | +35.8% |
| All | +270.3% | +818.2% | -548.0% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling