+4,218.9%
ORCL vs NTAP
+21,390.5%
-17,171.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -11.2% | -15.1% | +3.9% | -6.1% |
| 30D | -18.8% | -28.1% | +9.2% | -9.4% |
| 3M | -18.8% | -11.4% | -7.3% | -15.6% |
| 6M | -39.7% | +52.2% | -92.0% | -47.8% |
| YTD | -39.6% | +60.4% | -100.1% | -48.8% |
| 1Y | -51.7% | +51.0% | -102.7% | -58.3% |
| 3Y | +10.2% | +135.6% | -125.3% | -18.5% |
| 5Y | +30.8% | +107.5% | -76.7% | -0.4% |
| 10Y | +252.1% | +608.6% | -356.6% | +68.5% |
| All | +4,218.9% | +21,390.5% | -17,171.6% | +547.2% |
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 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