+91.4%
ORCL vs COP
+186.8%
-95.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | +5.3% | +3.0% | +2.3% | +4.7% |
| 30D | +10.0% | +17.5% | -7.5% | +7.0% |
| 3M | -32.6% | +13.4% | -45.9% | -34.1% |
| 6M | +4.9% | +17.7% | -12.8% | +1.4% |
| YTD | -17.8% | +46.6% | -64.3% | -24.1% |
| 1Y | -28.0% | +44.6% | -72.6% | -33.5% |
| 3Y | +36.0% | +20.7% | +15.3% | +27.2% |
| All | +91.4% | +186.8% | -95.4% | +35.3% |
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