+240.8%
ORCL vs NSC
+308.0%
-67.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.7% |
| 7D | -11.2% | -6.2% | -4.9% | -9.0% |
| 30D | -18.8% | +2.6% | -21.4% | -19.8% |
| 3M | -18.8% | -5.8% | -13.0% | -17.2% |
| 6M | -39.7% | +2.1% | -41.8% | -40.9% |
| YTD | -39.6% | +12.7% | -52.3% | -43.5% |
| 1Y | -51.7% | +15.9% | -67.6% | -55.4% |
| 3Y | +10.2% | +74.0% | -63.8% | -16.6% |
| 5Y | +30.8% | +25.2% | +5.6% | +12.6% |
| All | +240.8% | +308.0% | -67.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling