-41.6%
ORCL vs AU
+6.3%
-47.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +8.0% | -7.2% | +15.2% | +9.6% |
| 30D | -4.0% | -2.9% | -1.1% | -3.6% |
| 3M | -19.5% | -8.7% | -10.8% | -18.1% |
| 6M | -33.5% | -14.1% | -19.3% | -32.7% |
| YTD | -34.8% | +4.8% | -39.6% | -37.8% |
| 1Y | -41.6% | +11.9% | -53.5% | -44.8% |
| All | -41.6% | +6.3% | -47.9% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling