+33,471.1%
ORCL vs NEM
+487.7%
+32,983.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.0% | +23.1% | -13.1% | +8.4% |
| 3M | -32.6% | +18.5% | -51.1% | -33.4% |
| 6M | +4.9% | +7.8% | -2.8% | +4.1% |
| YTD | -17.8% | +29.1% | -46.9% | -19.4% |
| 1Y | -28.0% | +72.7% | -100.7% | -30.7% |
| 3Y | +36.0% | +248.7% | -212.7% | +25.1% |
| 5Y | +88.7% | +148.7% | -60.0% | +75.5% |
| 10Y | +346.9% | +304.8% | +42.1% | +301.6% |
| All | +33,471.1% | +487.7% | +32,983.4% | +29,627.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling