+10.2%
ORCL vs COR
+74.4%
-64.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.4% |
| 7D | -11.2% | +0.8% | -12.0% | -10.8% |
| 30D | -18.8% | +5.1% | -24.0% | -17.6% |
| 3M | -18.8% | +2.8% | -21.6% | -17.8% |
| 6M | -39.7% | +32.5% | -72.3% | -35.9% |
| YTD | -39.6% | -0.7% | -39.0% | -37.7% |
| 1Y | -51.7% | -6.7% | -45.0% | -50.6% |
| 3Y | +10.2% | +73.7% | -63.5% | +15.3% |
| All | +10.2% | +74.4% | -64.1% | +15.3% |
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