+9.3%
ORCL vs COO
-24.0%
+33.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.8% |
| 7D | -17.5% | +5.3% | -22.7% | -17.8% |
| 30D | -20.2% | +12.5% | -32.7% | -20.9% |
| 3M | -19.9% | -15.1% | -4.8% | -19.0% |
| 6M | -37.4% | +3.7% | -41.1% | -37.7% |
| YTD | -40.1% | -22.5% | -17.6% | -38.2% |
| 1Y | -53.4% | -7.8% | -45.6% | -53.0% |
| All | +9.3% | -24.0% | +33.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling