+30.6%
ORCL vs COO
-41.6%
+72.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -11.2% | +4.7% | -15.9% | -12.0% |
| 30D | -18.8% | +13.9% | -32.7% | -21.1% |
| 3M | -18.8% | -14.9% | -3.8% | -16.3% |
| 6M | -39.7% | +2.0% | -41.8% | -40.7% |
| YTD | -39.6% | -23.9% | -15.7% | -36.2% |
| 1Y | -51.7% | -9.6% | -42.1% | -51.3% |
| 3Y | +10.2% | -25.4% | +35.7% | +13.1% |
| All | +30.6% | -41.6% | +72.2% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling