-31.5%
ORCL vs AUR
-39.1%
+7.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +1.4% |
| 7D | +10.4% | +7.9% | +2.4% | +6.4% |
| 30D | -11.2% | -18.5% | +7.3% | -3.3% |
| 3M | -16.8% | -36.7% | +19.9% | +0.2% |
| 6M | -31.5% | -39.8% | +8.3% | -17.2% |
| All | -31.5% | -39.1% | +7.6% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling