+35.5%
ORCL vs COO
-40.8%
+76.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.7% |
| 7D | +0.5% | +4.3% | -3.8% | -0.4% |
| 30D | -15.3% | +17.6% | -32.9% | -18.2% |
| 3M | -18.2% | -13.9% | -4.3% | -16.0% |
| 6M | -38.4% | +6.6% | -45.0% | -40.0% |
| YTD | -37.7% | -22.0% | -15.7% | -34.4% |
| 1Y | -49.3% | -8.8% | -40.5% | -48.8% |
| 3Y | +10.6% | -21.5% | +32.1% | +11.7% |
| 5Y | +35.5% | -41.0% | +76.5% | +42.2% |
| All | +35.5% | -40.8% | +76.3% | +42.2% |
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