-32.3%
ORCL vs NOK
+134.9%
-167.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.8% |
| 7D | +10.9% | +9.3% | +1.5% | +8.7% |
| 30D | +7.0% | +17.9% | -10.8% | +3.2% |
| 3M | -21.2% | -22.3% | +1.1% | -18.7% |
| 6M | +7.4% | +36.4% | -29.0% | +4.8% |
| YTD | -16.3% | +66.3% | -82.6% | -19.6% |
| 1Y | -32.3% | +134.4% | -166.7% | -23.9% |
| All | -32.3% | +134.9% | -167.2% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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