+3,452.7%
ORCL vs AU
+668.9%
+2,783.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.0% | -1.1% |
| 7D | -6.5% | +15.3% | -21.8% | -7.5% |
| 30D | -16.6% | -0.3% | -16.2% | -16.6% |
| 3M | -21.6% | -2.9% | -18.7% | -21.5% |
| 6M | -39.4% | -10.7% | -28.7% | -39.0% |
| YTD | -38.7% | +14.0% | -52.6% | -39.6% |
| 1Y | -50.4% | +32.5% | -82.9% | -51.7% |
| 3Y | +8.1% | +557.9% | -549.8% | -5.5% |
| 5Y | +34.5% | +441.0% | -406.5% | +17.4% |
| 10Y | +246.0% | +816.9% | -570.9% | +179.8% |
| All | +3,452.7% | +668.9% | +2,783.8% | +2,849.7% |
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