-28.0%
ORCL vs NTRS
+46.5%
-74.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -0.1% | +5.3% | +5.3% |
| 30D | +10.0% | +1.2% | +8.7% | +9.6% |
| 3M | -32.6% | +8.3% | -40.9% | -33.4% |
| 6M | +4.9% | +30.0% | -25.0% | -0.6% |
| YTD | -17.8% | +38.0% | -55.8% | -18.9% |
| 1Y | -28.0% | +47.4% | -75.4% | -23.3% |
| All | -28.0% | +46.5% | -74.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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