+251.6%
ORCL vs NOC
+158.6%
+93.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.6% |
| 7D | +0.5% | -2.9% | +3.4% | +1.2% |
| 30D | -15.3% | +12.1% | -27.4% | -17.8% |
| 3M | -18.2% | -5.3% | -13.0% | -17.4% |
| 6M | -38.4% | -1.0% | -37.4% | -38.8% |
| YTD | -37.7% | -4.3% | -33.4% | -38.2% |
| 1Y | -49.3% | -3.6% | -45.6% | -49.8% |
| 3Y | +10.6% | +22.9% | -12.3% | -0.3% |
| 5Y | +35.5% | +60.4% | -24.9% | +4.8% |
| 10Y | +251.6% | +161.3% | +90.3% | +146.0% |
| All | +251.6% | +158.6% | +93.0% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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