-49.5%
ORCL vs COHR
+54.9%
-104.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.0% | -0.7% |
| 7D | -14.4% | -18.6% | +4.2% | -10.5% |
| 30D | -12.8% | -41.5% | +28.7% | -3.0% |
| 3M | -14.8% | -39.7% | +24.9% | -7.1% |
| 6M | -30.9% | -40.9% | +10.0% | -25.6% |
| YTD | -35.7% | +5.7% | -41.4% | -39.2% |
| 1Y | -49.5% | +51.6% | -101.1% | -54.9% |
| All | -49.5% | +54.9% | -104.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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