-50.4%
ORCL vs COF
-9.2%
-41.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -6.5% | -6.2% | -0.3% | -4.4% |
| 30D | -16.6% | -1.7% | -14.8% | -16.2% |
| 3M | -21.6% | -10.2% | -11.4% | -18.6% |
| 6M | -39.4% | +4.2% | -43.5% | -40.2% |
| YTD | -38.7% | -18.2% | -20.4% | -38.5% |
| 1Y | -50.4% | -9.7% | -40.6% | -50.8% |
| All | -50.4% | -9.2% | -41.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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