+24,538.0%
ORCL vs NSC
+5,576.5%
+18,961.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.9% |
| 7D | -11.2% | -6.6% | -4.5% | -8.9% |
| 30D | -18.8% | +2.2% | -21.0% | -19.7% |
| 3M | -18.8% | -6.2% | -12.6% | -17.0% |
| 6M | -39.7% | +1.7% | -41.4% | -40.8% |
| YTD | -39.6% | +12.2% | -51.9% | -43.3% |
| 1Y | -51.7% | +15.4% | -67.2% | -55.2% |
| 3Y | +10.2% | +73.3% | -63.1% | -14.4% |
| 5Y | +30.8% | +24.7% | +6.1% | +14.0% |
| 10Y | +252.1% | +324.5% | -72.4% | +83.1% |
| All | +24,538.0% | +5,576.5% | +18,961.5% | +2,960.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling