+244.8%
ORCL vs COP
+324.3%
-79.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -11.2% | -11.5% | +0.4% | -9.0% |
| 30D | -18.8% | +5.0% | -23.8% | -19.7% |
| 3M | -18.8% | +17.5% | -36.3% | -21.7% |
| 6M | -39.7% | +16.2% | -56.0% | -42.0% |
| YTD | -39.6% | +48.8% | -88.4% | -45.2% |
| 1Y | -51.7% | +64.1% | -115.8% | -57.1% |
| 3Y | +10.2% | +25.7% | -15.4% | +2.3% |
| 5Y | +30.8% | +114.4% | -83.5% | +5.2% |
| All | +244.8% | +324.3% | -79.5% | +140.1% |
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