+363.4%
ORCL vs COST
+594.3%
-230.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +15.0% | -3.2% | +18.2% | +16.4% |
| 30D | +10.5% | -4.0% | +14.5% | +12.2% |
| 3M | -23.0% | -6.5% | -16.5% | -21.3% |
| 6M | +7.0% | -8.5% | +15.5% | +9.3% |
| YTD | -15.8% | +6.0% | -21.8% | -20.1% |
| 1Y | -31.1% | -5.8% | -25.3% | -31.4% |
| 3Y | +33.3% | +71.8% | -38.5% | -4.3% |
| 5Y | +94.3% | +106.2% | -11.9% | +25.1% |
| 10Y | +363.4% | +602.0% | -238.7% | +98.5% |
| All | +363.4% | +594.3% | -230.9% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling