+275.4%
ORCL vs COR
+469.4%
-193.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | +10.4% | +2.9% | +7.5% | +9.7% |
| 30D | -11.2% | +5.8% | -17.1% | -12.4% |
| 3M | -16.8% | +11.4% | -28.2% | -18.9% |
| 6M | -31.5% | +34.5% | -65.9% | -36.7% |
| YTD | -33.9% | +4.1% | -38.0% | -35.5% |
| 1Y | -43.3% | -3.1% | -40.1% | -43.6% |
| 3Y | +16.5% | +80.9% | -64.4% | -7.9% |
| 5Y | +45.4% | +195.1% | -149.7% | -4.5% |
| All | +275.4% | +469.4% | -193.9% | +100.8% |
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