+8.1%
ORCL vs COP
+28.5%
-20.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -6.5% | -6.1% | -0.4% | -5.7% |
| 30D | -16.6% | +1.1% | -17.7% | -16.7% |
| 3M | -21.6% | +10.9% | -32.5% | -23.3% |
| 6M | -39.4% | +20.8% | -60.1% | -42.0% |
| YTD | -38.7% | +48.0% | -86.7% | -45.3% |
| 1Y | -50.4% | +58.5% | -108.9% | -56.9% |
| 3Y | +8.1% | +28.1% | -20.0% | -5.1% |
| All | +8.1% | +28.5% | -20.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling