-31.5%
ORCL vs NTR
+1.1%
-32.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.1% |
| 7D | +10.4% | -1.4% | +11.7% | +10.0% |
| 30D | -11.2% | +2.2% | -13.4% | -10.7% |
| 3M | -16.8% | +6.8% | -23.6% | -13.3% |
| 6M | -31.5% | +0.6% | -32.1% | -19.4% |
| All | -31.5% | +1.1% | -32.6% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling