-39.7%
ORCL vs NOK
-42.6%
+2.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.3% |
| 7D | -11.2% | -10.5% | -0.6% | -7.0% |
| 30D | -18.8% | -27.9% | +9.0% | -8.0% |
| 3M | -18.8% | -18.8% | 0.0% | -12.3% |
| 6M | -39.7% | -41.9% | +2.2% | -27.2% |
| All | -39.7% | -42.6% | +2.9% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling