-51.7%
ORCL vs IAU
+1.6%
-53.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -11.2% | +4.7% | -15.9% | -13.0% |
| 30D | -18.8% | -0.9% | -17.9% | -18.4% |
| 3M | -18.8% | -4.4% | -14.4% | -17.1% |
| 6M | -39.7% | -13.5% | -26.2% | -37.5% |
| YTD | -39.6% | -5.9% | -33.7% | -34.7% |
| 1Y | -51.7% | +1.9% | -53.6% | -46.9% |
| All | -51.7% | +1.6% | -53.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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