+24,538.0%
ORCL vs NOC
+16,780.9%
+7,757.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -11.2% | -5.8% | -5.3% | -9.5% |
| 30D | -18.8% | +10.9% | -29.7% | -21.7% |
| 3M | -18.8% | -7.1% | -11.7% | -17.5% |
| 6M | -39.7% | -5.3% | -34.4% | -39.4% |
| YTD | -39.6% | -6.8% | -32.8% | -39.6% |
| 1Y | -51.7% | -6.7% | -45.0% | -51.8% |
| 3Y | +10.2% | +17.2% | -6.9% | +0.1% |
| 5Y | +30.8% | +56.3% | -25.4% | +4.3% |
| 10Y | +252.1% | +173.7% | +78.3% | +126.4% |
| All | +24,538.0% | +16,780.9% | +7,757.1% | +5,124.5% |
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