+251.6%
ORCL vs NEM
+318.7%
-67.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.7% |
| 7D | +0.5% | +14.7% | -14.3% | -1.7% |
| 30D | -15.3% | +6.2% | -21.5% | -16.1% |
| 3M | -18.2% | +11.0% | -29.2% | -19.6% |
| 6M | -38.4% | +7.9% | -46.3% | -39.4% |
| YTD | -37.7% | +26.2% | -63.9% | -40.1% |
| 1Y | -49.3% | +51.5% | -100.8% | -52.4% |
| 3Y | +10.6% | +290.6% | -280.0% | -6.3% |
| 5Y | +35.5% | +153.1% | -117.6% | +17.1% |
| 10Y | +251.6% | +332.4% | -80.8% | +198.1% |
| All | +251.6% | +318.7% | -67.1% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling