-28.0%
ORCL vs NTR
+43.1%
-71.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.0% |
| 7D | +5.3% | +8.1% | -2.9% | +5.7% |
| 30D | +10.0% | +18.8% | -8.8% | +10.9% |
| 3M | -32.6% | +16.2% | -48.8% | -32.1% |
| 6M | +4.9% | +9.8% | -4.8% | +5.4% |
| YTD | -17.8% | +30.9% | -48.6% | -17.4% |
| 1Y | -28.0% | +41.8% | -69.7% | -29.2% |
| All | -28.0% | +43.1% | -71.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling