+277.8%
ORCL vs COP
+321.4%
-43.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.5% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -6.6% | +0.2% | -6.8% | -6.7% |
| 3M | -11.4% | +10.2% | -21.6% | -13.4% |
| 6M | -33.3% | +20.1% | -53.4% | -36.2% |
| YTD | -33.3% | +50.5% | -83.8% | -39.5% |
| 1Y | -44.9% | +56.8% | -101.7% | -50.6% |
| 3Y | +17.6% | +30.3% | -12.7% | +8.4% |
| 5Y | +46.1% | +126.8% | -80.7% | +16.1% |
| 10Y | +277.8% | +325.0% | -47.2% | +164.4% |
| All | +277.8% | +321.4% | -43.7% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling