+294.6%
ORCL vs NTR
+103.7%
+190.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +10.9% | +0.5% | +10.4% | +10.8% |
| 30D | +7.0% | +21.7% | -14.7% | +2.5% |
| 3M | -21.2% | +22.8% | -44.0% | -24.9% |
| 6M | +7.4% | +8.2% | -0.8% | +4.7% |
| YTD | -16.3% | +32.9% | -49.2% | -22.5% |
| 1Y | -32.3% | +45.3% | -77.6% | -38.9% |
| 3Y | +32.6% | +41.7% | -9.1% | +18.8% |
| 5Y | +93.1% | +49.8% | +43.3% | +57.3% |
| All | +294.6% | +103.7% | +190.9% | +167.1% |
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 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