+33.3%
ORCL vs COF
+124.4%
-91.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +3.3% |
| 7D | +15.0% | +1.2% | +13.8% | +14.5% |
| 30D | +10.5% | -1.4% | +11.9% | +11.1% |
| 3M | -23.0% | +19.0% | -42.0% | -27.8% |
| 6M | +7.0% | +14.9% | -7.9% | +1.5% |
| YTD | -15.8% | -10.7% | -5.1% | -13.4% |
| 1Y | -31.1% | -1.3% | -29.8% | -31.8% |
| 3Y | +33.3% | +124.3% | -91.0% | +5.5% |
| All | +33.3% | +124.4% | -91.1% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling