-49.6%
ORCL vs COST
+16.7%
-66.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +4.3% |
| 7D | +0.5% | +2.5% | -2.0% | +3.1% |
| 30D | -15.3% | +12.8% | -28.0% | -4.8% |
| 3M | -18.2% | +12.7% | -30.9% | -8.1% |
| 6M | -38.4% | +6.0% | -44.4% | -33.3% |
| YTD | -37.7% | +24.4% | -62.1% | -26.3% |
| All | -49.6% | +16.7% | -66.3% | -43.0% |
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