+91.4%
ORCL vs NEM
+151.0%
-59.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.0% | +23.1% | -13.1% | +5.8% |
| 3M | -32.6% | +18.5% | -51.1% | -34.8% |
| 6M | +4.9% | +7.8% | -2.8% | +2.4% |
| YTD | -17.8% | +29.1% | -46.9% | -22.1% |
| 1Y | -28.0% | +72.7% | -100.7% | -34.8% |
| 3Y | +36.0% | +248.7% | -212.7% | +12.7% |
| All | +91.4% | +151.0% | -59.5% | +60.3% |
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