+4.9%
ORCL vs NEM
+6.0%
-1.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.6% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +10.0% | +23.1% | -13.1% | +4.0% |
| 3M | -32.6% | +18.5% | -51.1% | -36.2% |
| 6M | +4.9% | +7.8% | -2.8% | -1.9% |
| All | +4.9% | +6.0% | -1.0% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling