+93.1%
ORCL vs COF
+48.7%
+44.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +10.9% | -2.7% | +13.5% | +11.9% |
| 30D | +7.0% | -3.4% | +10.4% | +8.3% |
| 3M | -21.2% | +15.4% | -36.6% | -25.0% |
| 6M | +7.4% | +14.4% | -7.0% | +2.4% |
| YTD | -16.3% | -12.0% | -4.3% | -13.5% |
| 1Y | -32.3% | -3.7% | -28.6% | -32.4% |
| 3Y | +32.6% | +121.1% | -88.5% | +1.2% |
| 5Y | +93.1% | +47.8% | +45.3% | +60.1% |
| All | +93.1% | +48.7% | +44.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling