-49.5%
ORCL vs COST
+12.8%
-62.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | +0.6% |
| 7D | -14.4% | +6.6% | -21.0% | -8.8% |
| 30D | -12.8% | +13.5% | -26.3% | -2.2% |
| 3M | -14.8% | +10.6% | -25.4% | -6.2% |
| 6M | -30.9% | +3.6% | -34.5% | -26.7% |
| YTD | -35.7% | +22.1% | -57.7% | -25.7% |
| 1Y | -49.5% | +11.9% | -61.4% | -44.8% |
| All | -49.5% | +12.8% | -62.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling