+499.1%
ORCL vs COPX
+118.6%
+380.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +8.0% | -2.8% | +10.8% | +9.0% |
| 30D | -4.0% | -14.3% | +10.4% | +1.2% |
| 3M | -19.5% | -19.0% | -0.4% | -13.3% |
| 6M | -33.5% | -24.4% | -9.0% | -27.0% |
| YTD | -34.8% | -3.2% | -31.6% | -35.1% |
| 1Y | -41.6% | +15.2% | -56.8% | -45.1% |
| 3Y | +13.8% | +127.6% | -113.9% | -16.9% |
| 5Y | +43.4% | +106.0% | -62.6% | +4.9% |
| 10Y | +268.8% | +313.7% | -44.9% | +91.1% |
| All | +499.1% | +118.6% | +380.5% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling