+24,538.0%
ORCL vs COST
+13,545.6%
+10,992.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -11.2% | +4.1% | -15.2% | -12.8% |
| 30D | -18.8% | +12.0% | -30.8% | -23.0% |
| 3M | -18.8% | +11.2% | -29.9% | -22.9% |
| 6M | -39.7% | +6.1% | -45.9% | -42.2% |
| YTD | -39.6% | +22.9% | -62.5% | -46.0% |
| 1Y | -51.7% | +14.7% | -66.5% | -55.7% |
| 3Y | +10.2% | +92.3% | -82.1% | -19.9% |
| 5Y | +30.8% | +116.6% | -85.8% | -10.5% |
| 10Y | +252.1% | +775.4% | -523.3% | +32.9% |
| All | +24,538.0% | +13,545.6% | +10,992.4% | +2,597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling