+13.8%
ORCL vs NSC
+77.7%
-64.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +8.0% | +2.5% | +5.5% | +7.6% |
| 30D | -4.0% | +1.7% | -5.7% | -4.2% |
| 3M | -19.5% | -2.6% | -16.9% | -19.2% |
| 6M | -33.5% | +6.4% | -39.9% | -34.5% |
| YTD | -34.8% | +15.5% | -50.3% | -37.4% |
| 1Y | -41.6% | +17.6% | -59.2% | -44.3% |
| 3Y | +13.8% | +75.0% | -61.2% | -3.9% |
| All | +13.8% | +77.7% | -64.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling