+13.8%
ORCL vs NTAP
+148.4%
-134.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.2% |
| 7D | +8.0% | +7.2% | +0.8% | +4.5% |
| 30D | -4.0% | -18.4% | +14.4% | +5.6% |
| 3M | -19.5% | -11.3% | -8.1% | -14.9% |
| 6M | -33.5% | +53.8% | -87.2% | -45.8% |
| YTD | -34.8% | +72.0% | -106.8% | -49.9% |
| 1Y | -41.6% | +68.0% | -109.6% | -54.7% |
| 3Y | +13.8% | +149.5% | -135.7% | -20.2% |
| All | +13.8% | +148.4% | -134.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling