+34,261.9%
ORCL vs COHR
+66,521.8%
-32,259.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +1.4% |
| 7D | +15.0% | +11.0% | +4.0% | +13.4% |
| 30D | +10.5% | -20.4% | +30.9% | +13.3% |
| 3M | -23.0% | -24.9% | +1.9% | -21.1% |
| 6M | +7.0% | +28.1% | -21.1% | +1.3% |
| YTD | -15.8% | +63.6% | -79.4% | -23.4% |
| 1Y | -31.1% | +205.9% | -237.0% | -42.4% |
| 3Y | +33.3% | +809.3% | -776.0% | -4.9% |
| 5Y | +94.3% | +397.1% | -302.8% | +44.8% |
| 10Y | +363.4% | +1,238.1% | -874.7% | +191.6% |
| All | +34,261.9% | +66,521.8% | -32,259.9% | +18,957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling