-51.7%
ORCL vs COP
+61.6%
-113.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.9% |
| 7D | -11.2% | -11.5% | +0.4% | -13.0% |
| 30D | -18.8% | +5.0% | -23.8% | -17.7% |
| 3M | -18.8% | +17.5% | -36.3% | -16.6% |
| 6M | -39.7% | +16.2% | -56.0% | -37.8% |
| YTD | -39.6% | +48.8% | -88.4% | -37.8% |
| 1Y | -51.7% | +64.1% | -115.8% | -52.8% |
| All | -51.7% | +61.6% | -113.3% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling