+34,261.9%
ORCL vs NTRS
+7,620.4%
+26,641.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | +15.0% | +1.7% | +13.3% | +14.2% |
| 30D | +10.5% | +0.1% | +10.4% | +10.5% |
| 3M | -23.0% | +9.8% | -32.8% | -26.1% |
| 6M | +7.0% | +34.7% | -27.7% | -5.9% |
| YTD | -15.8% | +37.4% | -53.2% | -26.6% |
| 1Y | -31.1% | +48.2% | -79.2% | -42.3% |
| 3Y | +33.3% | +163.5% | -130.2% | -13.5% |
| 5Y | +94.3% | +88.2% | +6.1% | +40.1% |
| 10Y | +363.4% | +246.8% | +116.5% | +142.0% |
| All | +34,261.9% | +7,620.4% | +26,641.5% | +3,538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling