+34.2%
ORCL vs COPX
+125.9%
-91.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.7% |
| 3M | -21.6% | -18.6% | -3.0% | -15.8% |
| 6M | -39.4% | -14.9% | -24.4% | -35.9% |
| YTD | -38.7% | +1.8% | -40.5% | -39.5% |
| 1Y | -50.4% | +19.7% | -70.0% | -53.5% |
| 3Y | +8.1% | +140.9% | -132.8% | -19.6% |
| All | +34.2% | +125.9% | -91.6% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling