+14.8%
ORCL vs CORZ
+159.1%
-144.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +10.4% | +26.4% | -16.0% | +4.2% |
| 30D | -11.2% | -6.8% | -4.4% | -9.9% |
| 3M | -16.8% | -31.1% | +14.3% | -9.8% |
| 6M | -31.5% | -36.9% | +5.4% | -25.2% |
| YTD | -33.9% | -1.2% | -32.7% | -34.6% |
| 1Y | -43.3% | -12.5% | -30.7% | -42.6% |
| All | +14.8% | +159.1% | -144.3% | +5.8% |
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