+93.1%
ORCL vs COPX
+193.3%
-100.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +10.9% | +6.0% | +4.9% | +8.9% |
| 30D | +7.0% | +6.4% | +0.6% | +4.9% |
| 3M | -21.2% | +19.3% | -40.5% | -25.7% |
| 6M | +7.4% | +16.2% | -8.8% | +1.7% |
| YTD | -16.3% | +33.2% | -49.4% | -24.5% |
| 1Y | -32.3% | +90.2% | -122.5% | -45.3% |
| 3Y | +32.6% | +175.7% | -143.1% | -5.9% |
| 5Y | +93.1% | +193.1% | -100.0% | +34.3% |
| All | +93.1% | +193.3% | -100.2% | +34.3% |
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