+33,471.1%
ORCL vs COO
+5,988.7%
+27,482.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.2% |
| 7D | +5.3% | -2.2% | +7.5% | +5.4% |
| 30D | +10.0% | -7.0% | +17.0% | +10.5% |
| 3M | -32.6% | +12.2% | -44.8% | -33.3% |
| 6M | +4.9% | -15.1% | +20.0% | +6.0% |
| YTD | -17.8% | -15.1% | -2.7% | -16.9% |
| 1Y | -28.0% | +2.3% | -30.3% | -28.4% |
| 3Y | +36.0% | -23.7% | +59.7% | +37.5% |
| 5Y | +88.7% | -38.9% | +127.6% | +93.3% |
| 10Y | +346.9% | +49.9% | +297.0% | +332.3% |
| All | +33,471.1% | +5,988.7% | +27,482.4% | +33,094.3% |
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