+42.7%
ORCL vs AUR
-57.9%
+100.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | +8.0% | -4.5% | +12.5% | +8.6% |
| 30D | -4.0% | -16.6% | +12.7% | -1.8% |
| 3M | -19.5% | -38.5% | +19.0% | -14.7% |
| 6M | -33.5% | -49.9% | +16.4% | -27.9% |
| YTD | -34.8% | +9.6% | -44.5% | -35.3% |
| 1Y | -41.6% | +1.2% | -42.8% | -41.7% |
| 3Y | +13.8% | +128.8% | -115.0% | +1.9% |
| All | +42.7% | -57.9% | +100.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling