-28.0%
ORCL vs COHR
+211.4%
-239.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.6% | -3.5% | +1.7% |
| 7D | +5.3% | +1.0% | +4.3% | +5.0% |
| 30D | +10.0% | -14.1% | +24.1% | +12.1% |
| 3M | -32.6% | -33.2% | +0.6% | -28.8% |
| 6M | +4.9% | +2.5% | +2.4% | -0.9% |
| YTD | -17.8% | +52.7% | -70.5% | -33.6% |
| 1Y | -28.0% | +194.8% | -222.8% | -67.7% |
| All | -28.0% | +211.4% | -239.4% | -67.7% |
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