+91.4%
ORCL vs COO
-38.8%
+130.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | +5.3% | -2.2% | +7.5% | +5.8% |
| 30D | +10.0% | -7.0% | +17.0% | +11.6% |
| 3M | -32.6% | +12.2% | -44.8% | -34.6% |
| 6M | +4.9% | -15.1% | +20.0% | +8.9% |
| YTD | -17.8% | -15.1% | -2.7% | -14.6% |
| 1Y | -28.0% | +2.3% | -30.3% | -29.2% |
| 3Y | +36.0% | -23.7% | +59.7% | +41.7% |
| All | +91.4% | -38.8% | +130.2% | +112.8% |
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