+33.3%
ORCL vs COPX
+171.8%
-138.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.9% |
| 7D | +15.0% | +5.8% | +9.2% | +12.7% |
| 30D | +10.5% | +7.2% | +3.3% | +7.8% |
| 3M | -23.0% | +16.5% | -39.5% | -27.4% |
| 6M | +7.0% | +18.4% | -11.5% | 0.0% |
| YTD | -15.8% | +31.9% | -47.7% | -25.2% |
| 1Y | -31.1% | +88.5% | -119.6% | -46.2% |
| 3Y | +33.3% | +173.1% | -139.8% | -10.7% |
| All | +33.3% | +171.8% | -138.6% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling