+30.6%
ORCL vs NEM
+144.1%
-113.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -11.2% | +13.4% | -24.6% | -13.5% |
| 30D | -18.8% | +6.5% | -25.3% | -19.9% |
| 3M | -18.8% | +14.9% | -33.7% | -21.0% |
| 6M | -39.7% | +5.5% | -45.2% | -40.7% |
| YTD | -39.6% | +21.9% | -61.5% | -42.3% |
| 1Y | -51.7% | +47.9% | -99.6% | -55.4% |
| 3Y | +10.2% | +238.2% | -227.9% | -8.7% |
| All | +30.6% | +144.1% | -113.6% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling