+94.3%
ORCL vs AU
+676.5%
-582.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | +10.5% | +12.8% | -2.2% | +9.0% |
| 3M | -23.0% | +28.5% | -51.5% | -25.3% |
| 6M | +7.0% | +4.8% | +2.2% | +5.3% |
| YTD | -15.8% | +31.0% | -46.8% | -19.1% |
| 1Y | -31.1% | +81.4% | -112.5% | -35.6% |
| 3Y | +33.3% | +618.4% | -585.2% | +14.9% |
| 5Y | +94.3% | +686.3% | -592.0% | +71.6% |
| All | +94.3% | +676.5% | -582.2% | +71.6% |
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 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