+244.8%
ORCL vs NTAP
+591.8%
-347.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -11.2% | -15.1% | +3.9% | -5.1% |
| 30D | -18.8% | -28.1% | +9.2% | -7.4% |
| 3M | -18.8% | -11.4% | -7.3% | -14.9% |
| 6M | -39.7% | +52.2% | -92.0% | -49.1% |
| YTD | -39.6% | +60.4% | -100.1% | -50.3% |
| 1Y | -51.7% | +51.0% | -102.7% | -59.3% |
| 3Y | +10.2% | +135.6% | -125.3% | -22.1% |
| 5Y | +30.8% | +107.5% | -76.7% | -5.1% |
| All | +244.8% | +591.8% | -347.0% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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