+91.4%
ORCL vs COST
+108.9%
-17.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +5.3% | -3.1% | +8.4% | +6.2% |
| 30D | +10.0% | -2.8% | +12.8% | +10.8% |
| 3M | -32.6% | -5.7% | -26.9% | -31.6% |
| 6M | +4.9% | -8.8% | +13.7% | +6.8% |
| YTD | -17.8% | +6.7% | -24.4% | -21.9% |
| 1Y | -28.0% | -3.6% | -24.3% | -29.1% |
| 3Y | +36.0% | +75.1% | -39.1% | -3.8% |
| All | +91.4% | +108.9% | -17.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling