+30.6%
ORCL vs COP
+113.7%
-83.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -11.2% | -11.5% | +0.4% | -9.6% |
| 30D | -18.8% | +5.0% | -23.8% | -19.4% |
| 3M | -18.8% | +17.5% | -36.3% | -21.0% |
| 6M | -39.7% | +16.2% | -56.0% | -41.5% |
| YTD | -39.6% | +48.8% | -88.4% | -44.4% |
| 1Y | -51.7% | +64.1% | -115.8% | -56.5% |
| 3Y | +10.2% | +25.7% | -15.4% | +2.5% |
| All | +30.6% | +113.7% | -83.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling