+104.9%
ORCL vs AUR
-36.7%
+141.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -5.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +5.1% | -8.9% | +14.0% | +6.2% |
| 3M | -23.7% | +4.6% | -28.4% | -24.3% |
| 6M | +3.1% | +44.9% | -41.8% | -1.2% |
| YTD | -20.8% | +64.8% | -85.6% | -25.1% |
| 1Y | -52.9% | +16.4% | -69.2% | -54.1% |
| 3Y | +25.4% | +85.1% | -59.7% | +11.6% |
| 5Y | +82.4% | -36.1% | +118.6% | +67.6% |
| All | +104.9% | -36.7% | +141.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling