+24,338.5%
ORCL vs COO
+5,456.7%
+18,881.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.1% |
| 6M | -37.4% | +3.7% | -41.1% | -37.8% |
| YTD | -40.1% | -22.5% | -17.6% | -39.2% |
| 1Y | -53.4% | -7.8% | -45.6% | -53.3% |
| 3Y | +10.4% | -24.1% | +34.5% | +11.5% |
| 5Y | +29.8% | -40.1% | +69.9% | +33.0% |
| 10Y | +249.2% | +44.7% | +204.5% | +238.5% |
| All | +24,338.5% | +5,456.7% | +18,881.8% | +24,186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling