+91.4%
ORCL vs NSC
+46.2%
+45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +5.3% | -5.5% | +10.8% | +6.9% |
| 30D | +10.0% | -3.2% | +13.2% | +10.9% |
| 3M | -32.6% | +7.7% | -40.3% | -34.3% |
| 6M | +4.9% | +4.5% | +0.4% | +2.7% |
| YTD | -17.8% | +15.6% | -33.3% | -22.5% |
| 1Y | -28.0% | +19.8% | -47.8% | -33.3% |
| 3Y | +36.0% | +70.1% | -34.1% | +6.5% |
| All | +91.4% | +46.2% | +45.2% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling