+24,538.0%
ORCL vs COP
+4,606.6%
+19,931.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -11.2% | -11.5% | +0.4% | -8.3% |
| 30D | -18.8% | +5.0% | -23.8% | -20.0% |
| 3M | -18.8% | +17.5% | -36.3% | -22.6% |
| 6M | -39.7% | +16.2% | -56.0% | -42.7% |
| YTD | -39.6% | +48.8% | -88.4% | -46.6% |
| 1Y | -51.7% | +64.1% | -115.8% | -58.5% |
| 3Y | +10.2% | +25.7% | -15.4% | +0.3% |
| 5Y | +30.8% | +114.4% | -83.5% | -0.8% |
| 10Y | +252.1% | +331.7% | -79.6% | +97.4% |
| All | +24,538.0% | +4,606.6% | +19,931.4% | +6,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling