+270.3%
ORCL vs COR
+486.2%
-215.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -2.0% |
| 7D | +8.0% | +7.8% | +0.1% | +6.2% |
| 30D | -4.0% | +7.0% | -11.0% | -5.4% |
| 3M | -19.5% | +16.3% | -35.7% | -22.3% |
| 6M | -33.5% | +41.3% | -74.8% | -39.3% |
| YTD | -34.8% | +7.1% | -42.0% | -36.8% |
| 1Y | -41.6% | -0.8% | -40.8% | -42.2% |
| 3Y | +13.8% | +85.0% | -71.2% | -10.4% |
| 5Y | +43.4% | +203.9% | -160.5% | -6.4% |
| All | +270.3% | +486.2% | -215.9% | +96.8% |
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