+368.8%
ORCL vs NI
+136.8%
+232.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +10.9% | +1.3% | +9.6% | +10.5% |
| 30D | +7.0% | -0.3% | +7.3% | +7.0% |
| 3M | -21.2% | -9.5% | -11.7% | -19.0% |
| 6M | +7.4% | -10.2% | +17.6% | +10.1% |
| YTD | -16.3% | +1.8% | -18.1% | -17.9% |
| 1Y | -32.3% | +5.7% | -38.0% | -34.7% |
| 3Y | +32.6% | +69.6% | -37.1% | +7.9% |
| 5Y | +93.1% | +95.8% | -2.7% | +47.3% |
| 10Y | +368.8% | +145.1% | +223.7% | +236.7% |
| All | +368.8% | +136.8% | +232.0% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling