+207.1%
ORCL vs NTR
+81.1%
+126.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | -4.0% | +2.0% | -5.9% | -4.5% |
| 3M | -19.5% | +6.4% | -25.9% | -20.7% |
| 6M | -33.5% | +1.6% | -35.1% | -34.1% |
| YTD | -34.8% | +18.2% | -53.0% | -38.3% |
| 1Y | -41.6% | +23.9% | -65.6% | -45.5% |
| 3Y | +13.8% | +44.7% | -30.9% | +1.0% |
| 5Y | +43.4% | +21.3% | +22.1% | +23.9% |
| All | +207.1% | +81.1% | +126.0% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling