+1,361.8%
ORCL vs IAU
+875.8%
+486.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | +10.0% | +4.4% | +5.5% | +9.7% |
| 3M | -32.6% | -1.1% | -31.5% | -32.6% |
| 6M | +4.9% | -13.7% | +18.7% | +5.5% |
| YTD | -17.8% | +2.7% | -20.5% | -17.8% |
| 1Y | -28.0% | +24.6% | -52.6% | -28.5% |
| 3Y | +36.0% | +126.8% | -90.8% | +32.7% |
| 5Y | +88.7% | +139.5% | -50.8% | +83.7% |
| 10Y | +346.9% | +226.3% | +120.6% | +335.4% |
| All | +1,361.8% | +875.8% | +486.0% | +1,319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling