+32.7%
ORCL vs NTAP
+149.9%
-117.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | -0.8% | +6.0% | +5.7% |
| 30D | +10.0% | -0.5% | +10.5% | +10.1% |
| 3M | -32.6% | +4.1% | -36.7% | -34.1% |
| 6M | +4.9% | +88.0% | -83.0% | -22.6% |
| YTD | -17.8% | +75.6% | -93.3% | -37.7% |
| 1Y | -28.0% | +58.9% | -86.9% | -42.9% |
| All | +32.7% | +149.9% | -117.2% | -8.9% |
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