+30.6%
ORCL vs NOK
+45.3%
-14.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | -11.2% | -10.5% | -0.6% | -8.2% |
| 30D | -18.8% | -27.9% | +9.0% | -11.3% |
| 3M | -18.8% | -18.8% | 0.0% | -14.2% |
| 6M | -39.7% | -41.9% | +2.2% | -31.7% |
| YTD | -39.6% | +18.4% | -58.0% | -42.5% |
| 1Y | -51.7% | +10.9% | -62.6% | -53.4% |
| 3Y | +10.2% | +137.9% | -127.7% | -17.0% |
| All | +30.6% | +45.3% | -14.7% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling