+22.9%
ORCL vs NTRS
+168.2%
-145.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -5.4% | +1.4% | -6.7% | -6.0% |
| 30D | -2.0% | -0.7% | -1.3% | -1.7% |
| 3M | -18.1% | +11.3% | -29.4% | -22.0% |
| 6M | -7.2% | +35.5% | -42.8% | -19.7% |
| YTD | -22.2% | +40.6% | -62.7% | -33.6% |
| 1Y | -50.6% | +49.2% | -99.8% | -59.2% |
| 3Y | +22.9% | +167.2% | -144.4% | -20.1% |
| All | +22.9% | +168.2% | -145.3% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling