+247.2%
ORCL vs COPX
+319.6%
-72.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.4% |
| 7D | -6.5% | +1.6% | -8.1% | -7.0% |
| 30D | -16.6% | -15.0% | -1.5% | -11.8% |
| 3M | -21.6% | -18.6% | -3.0% | -15.9% |
| 6M | -39.4% | -14.9% | -24.4% | -36.1% |
| YTD | -38.7% | +1.8% | -40.5% | -39.8% |
| 1Y | -50.4% | +19.7% | -70.0% | -53.8% |
| 3Y | +8.1% | +140.9% | -132.8% | -21.4% |
| 5Y | +34.5% | +130.6% | -96.0% | -3.8% |
| All | +247.2% | +319.6% | -72.4% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling