+656.1%
ORCL vs COPX
+186.2%
+469.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.3% | -4.0% | +9.2% | +6.8% |
| 30D | +10.0% | +4.5% | +5.4% | +8.3% |
| 3M | -32.6% | +0.8% | -33.4% | -33.0% |
| 6M | +4.9% | +3.2% | +1.7% | +2.8% |
| YTD | -17.8% | +26.7% | -44.5% | -25.4% |
| 1Y | -28.0% | +85.7% | -113.7% | -42.6% |
| 3Y | +36.0% | +151.2% | -115.1% | -4.4% |
| 5Y | +88.7% | +170.0% | -81.3% | +25.1% |
| 10Y | +346.9% | +572.9% | -226.0% | +95.0% |
| All | +656.1% | +186.2% | +469.8% | +334.6% |
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