+46.1%
ORCL vs NDAQ
+69.3%
-23.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -6.6% | +16.3% | -22.9% | -13.2% |
| 3M | -11.4% | +15.8% | -27.2% | -17.5% |
| 6M | -33.3% | +24.8% | -58.1% | -40.4% |
| YTD | -33.3% | +14.1% | -47.3% | -38.0% |
| 1Y | -44.9% | +26.5% | -71.4% | -51.5% |
| 3Y | +17.6% | +119.1% | -101.5% | -18.9% |
| 5Y | +46.1% | +70.9% | -24.9% | +7.3% |
| All | +46.1% | +69.3% | -23.3% | +7.3% |
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