+4.8%
ORCL vs CORZ
+111.9%
-107.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | 0.0% |
| 7D | -11.2% | -11.2% | +0.1% | -8.6% |
| 30D | -18.8% | -26.2% | +7.4% | -12.7% |
| 3M | -18.8% | -44.1% | +25.4% | -7.5% |
| 6M | -39.7% | -52.3% | +12.5% | -29.8% |
| YTD | -39.6% | -19.2% | -20.4% | -37.2% |
| 1Y | -51.7% | -42.9% | -8.9% | -46.7% |
| All | +4.8% | +111.9% | -107.1% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling