+46.2%
ORCL vs CORZ
+237.5%
-191.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.3% |
| 7D | +15.0% | +16.6% | -1.6% | +11.1% |
| 30D | +10.5% | -10.9% | +21.4% | +13.0% |
| 3M | -23.0% | -31.0% | +8.0% | -17.6% |
| 6M | +7.0% | +26.0% | -19.1% | +0.5% |
| YTD | -15.8% | +28.6% | -44.5% | -21.3% |
| 1Y | -31.1% | +34.5% | -65.5% | -35.9% |
| All | +46.2% | +237.5% | -191.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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