-49.4%
ORCL vs AU
+29.8%
-79.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.0% | -0.3% |
| 7D | -6.5% | +15.3% | -21.8% | -9.4% |
| 30D | -16.6% | -0.3% | -16.2% | -16.6% |
| 3M | -21.6% | -2.9% | -18.7% | -21.3% |
| 6M | -39.4% | -10.7% | -28.7% | -39.4% |
| YTD | -38.7% | +14.0% | -52.6% | -41.9% |
| All | -49.4% | +29.8% | -79.1% | -52.6% |
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