+7.2%
ORCL vs KO
+82.9%
-75.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +1.7% | -12.8% | -10.0% |
| 30D | -18.8% | +11.5% | -30.3% | -12.5% |
| 3M | -18.8% | +10.8% | -29.6% | -12.7% |
| 6M | -39.7% | +22.3% | -62.0% | -30.4% |
| YTD | -39.6% | +39.5% | -79.1% | -26.4% |
| 1Y | -51.7% | +42.2% | -94.0% | -40.8% |
| All | +7.2% | +82.9% | -75.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 3y: compounded portfolio wealth divided by compounded KO 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…
3y analysis · Full analysis span regression · 6 months rolling