-28.0%
ORCL vs COPX
+84.7%
-112.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.3% | -4.0% | +9.2% | +7.0% |
| 30D | +10.0% | +4.5% | +5.4% | +8.1% |
| 3M | -32.6% | +0.8% | -33.4% | -32.9% |
| 6M | +4.9% | +3.2% | +1.7% | +2.2% |
| YTD | -17.8% | +26.7% | -44.5% | -27.9% |
| 1Y | -28.0% | +85.7% | -113.7% | -40.5% |
| All | -28.0% | +84.7% | -112.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling