-50.4%
ORCL vs IAU
-1.6%
-48.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.5% |
| 7D | -6.5% | +2.8% | -9.3% | -7.6% |
| 30D | -16.6% | -4.0% | -12.6% | -15.1% |
| 3M | -21.6% | -8.2% | -13.4% | -18.9% |
| 6M | -39.4% | -14.8% | -24.6% | -36.9% |
| YTD | -38.7% | -6.7% | -32.0% | -32.7% |
| 1Y | -50.4% | -2.2% | -48.1% | -43.4% |
| All | -50.4% | -1.6% | -48.7% | -43.4% |
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