+363.4%
ORCL vs NEM
+287.7%
+75.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | +15.0% | +3.9% | +11.1% | +14.4% |
| 30D | +10.5% | +12.7% | -2.2% | +8.6% |
| 3M | -23.0% | +28.7% | -51.7% | -25.8% |
| 6M | +7.0% | +9.8% | -2.8% | +4.8% |
| YTD | -15.8% | +28.1% | -43.9% | -19.2% |
| 1Y | -31.1% | +69.3% | -100.4% | -36.2% |
| 3Y | +33.3% | +247.7% | -214.4% | +13.7% |
| 5Y | +94.3% | +153.4% | -59.1% | +67.7% |
| 10Y | +363.4% | +291.3% | +72.1% | +296.5% |
| All | +363.4% | +287.7% | +75.6% | +296.5% |
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