+4.9%
ORCL vs IAU
-14.2%
+19.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.6% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | +10.0% | +4.4% | +5.5% | +7.0% |
| 3M | -32.6% | -1.1% | -31.5% | -32.1% |
| 6M | +4.9% | -13.7% | +18.7% | +8.1% |
| All | +4.9% | -14.2% | +19.2% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling