+251.6%
ORCL vs NTAP
+608.6%
-357.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +1.6% |
| 7D | +0.5% | -5.0% | +5.4% | +2.6% |
| 30D | -15.3% | -25.8% | +10.5% | -4.6% |
| 3M | -18.2% | -6.9% | -11.3% | -16.0% |
| 6M | -38.4% | +50.0% | -88.4% | -47.7% |
| YTD | -37.7% | +66.9% | -104.7% | -49.5% |
| 1Y | -49.3% | +58.3% | -107.5% | -58.0% |
| 3Y | +10.6% | +145.1% | -134.5% | -23.1% |
| 5Y | +35.5% | +114.2% | -78.7% | -3.0% |
| 10Y | +251.6% | +576.6% | -325.0% | +60.4% |
| All | +251.6% | +608.6% | -357.0% | +60.4% |
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