+38.4%
ORCL vs NET
+36.7%
+1.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.4% |
| 7D | -14.4% | -16.4% | +2.0% | -11.0% |
| 30D | -12.8% | -25.8% | +13.0% | -7.2% |
| 3M | -14.8% | -11.5% | -3.3% | -13.0% |
| 6M | -30.9% | +18.9% | -49.8% | -34.1% |
| YTD | -35.7% | +35.2% | -70.9% | -40.6% |
| 1Y | -49.5% | +14.5% | -63.9% | -51.9% |
| 3Y | +18.6% | +313.8% | -295.2% | -8.3% |
| 5Y | +38.4% | +32.6% | +5.9% | +4.6% |
| All | +38.4% | +36.7% | +1.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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