-50.6%
ORCL vs AUR
+17.8%
-68.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.3% |
| 7D | -5.4% | +1.4% | -6.8% | -5.8% |
| 30D | -2.0% | -6.4% | +4.4% | 0.0% |
| 3M | -18.1% | +7.7% | -25.8% | -21.3% |
| 6M | -7.2% | +44.5% | -51.7% | -20.5% |
| YTD | -22.2% | +67.4% | -89.6% | -36.3% |
| 1Y | -50.6% | +15.4% | -66.1% | -56.5% |
| All | -50.6% | +17.8% | -68.4% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling