+4,663.7%
ORCL vs AU
+793.6%
+3,870.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.2% |
| 7D | +5.3% | -3.6% | +8.9% | +5.5% |
| 30D | +10.0% | +23.9% | -13.9% | +8.2% |
| 3M | -32.6% | +19.1% | -51.7% | -33.5% |
| 6M | +4.9% | -0.2% | +5.1% | +4.4% |
| YTD | -17.8% | +32.5% | -50.2% | -19.9% |
| 1Y | -28.0% | +96.9% | -124.9% | -31.7% |
| 3Y | +36.0% | +614.7% | -578.7% | +17.9% |
| 5Y | +88.7% | +647.7% | -559.0% | +61.2% |
| 10Y | +346.9% | +679.2% | -332.3% | +265.7% |
| All | +4,663.7% | +793.6% | +3,870.1% | +3,815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling