+30.6%
ORCL vs NSC
+23.9%
+6.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.6% |
| 7D | -11.2% | -6.6% | -4.5% | -9.6% |
| 30D | -18.8% | +2.2% | -21.0% | -19.4% |
| 3M | -18.8% | -6.2% | -12.6% | -17.5% |
| 6M | -39.7% | +1.7% | -41.4% | -40.6% |
| YTD | -39.6% | +12.2% | -51.9% | -42.7% |
| 1Y | -51.7% | +15.4% | -67.2% | -54.8% |
| 3Y | +10.2% | +73.3% | -63.1% | -14.7% |
| All | +30.6% | +23.9% | +6.7% | +14.9% |
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 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