+251.6%
ORCL vs COR
+534.3%
-282.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.4% |
| 7D | +0.5% | +2.3% | -1.9% | 0.0% |
| 30D | -15.3% | +6.8% | -22.0% | -16.5% |
| 3M | -18.2% | +8.1% | -26.3% | -19.9% |
| 6M | -38.4% | +33.0% | -71.4% | -43.0% |
| YTD | -37.7% | +3.0% | -40.7% | -39.1% |
| 1Y | -49.3% | -3.4% | -45.9% | -49.6% |
| 3Y | +10.6% | +80.1% | -69.5% | -12.4% |
| 5Y | +35.5% | +194.7% | -159.2% | -10.8% |
| 10Y | +251.6% | +512.3% | -260.7% | +89.8% |
| All | +251.6% | +534.3% | -282.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling