+33,471.1%
ORCL vs COP
+4,537.2%
+28,933.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | +5.3% | +3.0% | +2.3% | +4.4% |
| 30D | +10.0% | +17.5% | -7.5% | +5.3% |
| 3M | -32.6% | +13.4% | -45.9% | -35.1% |
| 6M | +4.9% | +17.7% | -12.8% | -0.5% |
| YTD | -17.8% | +46.6% | -64.3% | -26.7% |
| 1Y | -28.0% | +44.6% | -72.6% | -35.7% |
| 3Y | +36.0% | +20.7% | +15.3% | +25.2% |
| 5Y | +88.7% | +185.0% | -96.3% | +32.6% |
| 10Y | +346.9% | +347.0% | -0.1% | +148.0% |
| All | +33,471.1% | +4,537.2% | +28,933.9% | +9,403.8% |
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