+10.6%
ORCL vs AU
+532.9%
-522.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.9% | -3.7% | +2.0% |
| 7D | +0.5% | +20.8% | -20.3% | -2.9% |
| 30D | -15.3% | +5.5% | -20.8% | -16.2% |
| 3M | -18.2% | +3.9% | -22.1% | -19.0% |
| 6M | -38.4% | -5.4% | -33.0% | -38.6% |
| YTD | -37.7% | +20.7% | -58.4% | -40.8% |
| 1Y | -49.3% | +49.8% | -99.1% | -53.4% |
| 3Y | +10.6% | +565.6% | -555.0% | -14.4% |
| All | +10.6% | +532.9% | -522.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling