+273.3%
ORCL vs NTR
+98.7%
+174.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.9% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | +5.1% | +17.0% | -11.9% | +1.6% |
| 3M | -23.7% | +22.2% | -45.9% | -27.3% |
| 6M | +3.1% | +5.2% | -2.1% | +1.1% |
| YTD | -20.8% | +29.7% | -50.4% | -26.3% |
| 1Y | -52.9% | +39.4% | -92.3% | -57.1% |
| 3Y | +25.4% | +38.2% | -12.8% | +13.0% |
| 5Y | +82.4% | +47.6% | +34.8% | +48.9% |
| All | +273.3% | +98.7% | +174.7% | +154.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling