+6,189.9%
ORCL vs COR
+17,684.4%
-11,494.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -11.2% | +0.8% | -12.0% | -11.3% |
| 30D | -18.8% | +5.1% | -24.0% | -19.8% |
| 3M | -18.8% | +2.8% | -21.6% | -19.6% |
| 6M | -39.7% | +32.5% | -72.3% | -43.8% |
| YTD | -39.6% | -0.7% | -39.0% | -40.6% |
| 1Y | -51.7% | -6.7% | -45.0% | -52.0% |
| 3Y | +10.2% | +73.7% | -63.5% | -6.3% |
| 5Y | +30.8% | +177.9% | -147.0% | -0.8% |
| 10Y | +252.1% | +533.8% | -281.7% | +116.1% |
| All | +6,189.9% | +17,684.4% | -11,494.5% | +1,866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling