+27,144.0%
ORCL vs NOC
+17,615.3%
+9,528.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.7% |
| 7D | +3.8% | +4.9% | -1.1% | +2.3% |
| 30D | -6.6% | +13.6% | -20.2% | -10.5% |
| 3M | -11.4% | -3.9% | -7.6% | -10.9% |
| 6M | -33.3% | +1.4% | -34.7% | -34.4% |
| YTD | -33.3% | -2.2% | -31.1% | -34.2% |
| 1Y | -44.9% | -1.2% | -43.7% | -45.9% |
| 3Y | +17.6% | +25.0% | -7.4% | +4.6% |
| 5Y | +46.1% | +66.0% | -19.9% | +14.2% |
| 10Y | +277.8% | +161.4% | +116.3% | +147.1% |
| All | +27,144.0% | +17,615.3% | +9,528.7% | +5,592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling