+7,347.7%
ORCL vs COF
+5,252.1%
+2,095.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | +3.8% | -4.5% | +8.2% | +5.1% |
| 30D | -6.6% | -2.0% | -4.6% | -6.1% |
| 3M | -11.4% | -9.7% | -1.7% | -9.0% |
| 6M | -33.3% | +8.0% | -41.3% | -34.8% |
| YTD | -33.3% | -17.7% | -15.5% | -30.1% |
| 1Y | -44.9% | -9.3% | -35.6% | -43.9% |
| 3Y | +17.6% | +96.3% | -78.7% | -4.2% |
| 5Y | +46.1% | +37.0% | +9.1% | +27.6% |
| 10Y | +277.8% | +188.1% | +89.6% | +151.1% |
| All | +7,347.7% | +5,252.1% | +2,095.6% | +1,638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling