+91.4%
ORCL vs NOC
+53.6%
+37.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.2% |
| 7D | +5.3% | -5.2% | +10.4% | +5.5% |
| 30D | +10.0% | -7.2% | +17.2% | +10.3% |
| 3M | -32.6% | -5.1% | -27.5% | -32.5% |
| 6M | +4.9% | -31.1% | +36.0% | +7.3% |
| YTD | -17.8% | -8.6% | -9.2% | -17.8% |
| 1Y | -28.0% | -9.7% | -18.3% | -28.0% |
| 3Y | +36.0% | +24.3% | +11.7% | +32.3% |
| All | +91.4% | +53.6% | +37.8% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling