-31.1%
ORCL vs NOC
-8.3%
-22.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | +15.0% | -2.7% | +17.7% | +14.9% |
| 30D | +10.5% | -8.9% | +19.4% | +10.2% |
| 3M | -23.0% | -3.7% | -19.3% | -23.0% |
| 6M | +7.0% | -30.8% | +37.8% | +10.9% |
| YTD | -15.8% | -7.9% | -7.9% | -20.3% |
| 1Y | -31.1% | -9.4% | -21.6% | -39.1% |
| All | -31.1% | -8.3% | -22.7% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling