+30.6%
ORCL vs NDAQ
+60.8%
-30.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -11.2% | +0.8% | -12.0% | -11.6% |
| 30D | -18.8% | +16.5% | -35.4% | -24.6% |
| 3M | -18.8% | +13.5% | -32.3% | -23.7% |
| 6M | -39.7% | +20.9% | -60.7% | -45.3% |
| YTD | -39.6% | +11.4% | -51.0% | -43.3% |
| 1Y | -51.7% | +25.9% | -77.7% | -57.4% |
| 3Y | +10.2% | +119.9% | -109.6% | -24.0% |
| All | +30.6% | +60.8% | -30.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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