+45.4%
ORCL vs COP
+132.2%
-86.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +10.4% | +3.4% | +7.0% | +9.9% |
| 30D | -11.2% | -0.6% | -10.6% | -11.2% |
| 3M | -16.8% | +10.8% | -27.5% | -18.3% |
| 6M | -31.5% | +19.6% | -51.1% | -33.7% |
| YTD | -33.9% | +52.9% | -86.8% | -39.4% |
| 1Y | -43.3% | +62.2% | -105.5% | -48.6% |
| 3Y | +16.5% | +32.4% | -15.9% | +7.5% |
| 5Y | +45.4% | +129.7% | -84.3% | +12.1% |
| All | +45.4% | +132.2% | -86.8% | +12.1% |
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