+1,512.7%
ORCL vs NRG
+1,589.2%
-76.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.3% | +1.4% |
| 7D | +5.3% | +7.1% | -1.9% | +3.4% |
| 30D | +10.0% | -1.4% | +11.4% | +10.2% |
| 3M | -32.6% | -10.5% | -22.1% | -31.3% |
| 6M | +4.9% | -26.7% | +31.7% | +11.7% |
| YTD | -17.8% | -24.5% | +6.8% | -13.6% |
| 1Y | -28.0% | -18.6% | -9.4% | -25.7% |
| 3Y | +36.0% | +227.1% | -191.1% | -4.5% |
| 5Y | +88.7% | +198.8% | -110.0% | +32.6% |
| 10Y | +346.9% | +1,122.3% | -775.4% | +106.1% |
| All | +1,512.7% | +1,589.2% | -76.5% | +636.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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