+6,849.4%
ORCL vs COF
+5,292.0%
+1,557.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.6% |
| 7D | +0.5% | -5.8% | +6.3% | +2.1% |
| 30D | -15.3% | -0.3% | -14.9% | -15.3% |
| 3M | -18.2% | -8.5% | -9.7% | -16.3% |
| 6M | -38.4% | +5.6% | -44.1% | -39.5% |
| YTD | -37.7% | -17.1% | -20.6% | -34.9% |
| 1Y | -49.3% | -7.4% | -41.8% | -48.6% |
| 3Y | +10.6% | +99.1% | -88.5% | -10.3% |
| 5Y | +35.5% | +39.5% | -4.0% | +17.8% |
| 10Y | +251.6% | +208.1% | +43.5% | +129.5% |
| All | +6,849.4% | +5,292.0% | +1,557.4% | +1,519.0% |
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