+32.7%
ORCL vs COR
+93.9%
-61.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +4.9% | +2.6% |
| 7D | +5.3% | +2.8% | +2.5% | +6.0% |
| 30D | +10.0% | +4.5% | +5.4% | +11.3% |
| 3M | -32.6% | +22.7% | -55.2% | -29.5% |
| 6M | +4.9% | -9.7% | +14.7% | +6.0% |
| YTD | -17.8% | -1.4% | -16.3% | -15.5% |
| 1Y | -28.0% | +13.9% | -41.9% | -25.4% |
| All | +32.7% | +93.9% | -61.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling