+35.5%
ORCL vs AU
+505.1%
-469.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.9% | -3.7% | +2.3% |
| 7D | +0.5% | +20.8% | -20.3% | -1.9% |
| 30D | -15.3% | +5.5% | -20.8% | -15.9% |
| 3M | -18.2% | +3.9% | -22.1% | -18.7% |
| 6M | -38.4% | -5.4% | -33.0% | -38.5% |
| YTD | -37.7% | +20.7% | -58.4% | -39.7% |
| 1Y | -49.3% | +49.8% | -99.1% | -51.9% |
| 3Y | +10.6% | +565.6% | -555.0% | -4.2% |
| 5Y | +35.5% | +500.4% | -464.9% | +15.2% |
| All | +35.5% | +505.1% | -469.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling