+235.9%
NVDA vs ORCL
+14.8%
+221.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -12.7% | +8.0% | -20.7% | -15.5% |
| 30D | -26.4% | -4.0% | -22.4% | -25.7% |
| 3M | -27.6% | -19.5% | -8.2% | -22.1% |
| 6M | -27.7% | -33.5% | +5.7% | -17.1% |
| YTD | -12.5% | -34.8% | +22.4% | -0.4% |
| 1Y | -12.6% | -41.6% | +29.0% | +4.0% |
| 3Y | +235.9% | +13.8% | +222.2% | +129.1% |
| All | +235.9% | +14.8% | +221.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 ORCL 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