+5,784.9%
ORCL vs NTAP
+23,420.6%
-17,635.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | -0.8% | +6.0% | +5.6% |
| 30D | +10.0% | -0.5% | +10.5% | +10.1% |
| 3M | -32.6% | +4.1% | -36.7% | -33.5% |
| 6M | +4.9% | +88.0% | -83.0% | -15.0% |
| YTD | -17.8% | +75.6% | -93.3% | -32.2% |
| 1Y | -28.0% | +58.9% | -86.9% | -38.7% |
| 3Y | +36.0% | +153.6% | -117.6% | -1.7% |
| 5Y | +88.7% | +127.6% | -38.9% | +39.2% |
| 10Y | +346.9% | +580.4% | -233.5% | +116.4% |
| All | +5,784.9% | +23,420.6% | -17,635.8% | +756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling