+70.9%
ORCL vs AUR
-56.5%
+127.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.3% |
| 7D | +10.4% | +7.9% | +2.4% | +9.3% |
| 30D | -11.2% | -18.5% | +7.3% | -9.0% |
| 3M | -16.8% | -36.7% | +19.9% | -12.2% |
| 6M | -31.5% | -39.8% | +8.3% | -27.4% |
| YTD | -33.9% | +13.3% | -47.2% | -34.7% |
| 1Y | -43.3% | +2.8% | -46.1% | -43.4% |
| 3Y | +16.5% | +139.7% | -123.2% | +3.8% |
| 5Y | +45.4% | -56.5% | +101.9% | +39.0% |
| All | +70.9% | -56.5% | +127.4% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling