+8.1%
ORCL vs COR
+82.2%
-74.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.3% |
| 7D | -6.5% | +2.4% | -8.9% | -5.9% |
| 30D | -16.6% | +7.7% | -24.2% | -14.8% |
| 3M | -21.6% | +7.5% | -29.1% | -19.9% |
| 6M | -39.4% | +34.1% | -73.5% | -35.1% |
| YTD | -38.7% | +3.9% | -42.5% | -36.0% |
| 1Y | -50.4% | -3.6% | -46.7% | -48.7% |
| 3Y | +8.1% | +80.5% | -72.4% | +14.2% |
| All | +8.1% | +82.2% | -74.1% | +14.2% |
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