-49.5%
ORCL vs NEM
+50.9%
-100.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.9% | -11.8% | -4.6% |
| 7D | -14.4% | +3.7% | -18.1% | -15.3% |
| 30D | -12.8% | +2.0% | -14.8% | -13.4% |
| 3M | -14.8% | +21.1% | -35.9% | -19.0% |
| 6M | -30.9% | +9.5% | -40.4% | -33.0% |
| YTD | -35.7% | +19.1% | -54.7% | -39.5% |
| 1Y | -49.5% | +51.1% | -100.6% | -55.8% |
| All | -49.5% | +50.9% | -100.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling