+10.2%
ORCL vs NVD
-98.8%
+109.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | -0.5% |
| 7D | -11.2% | +16.8% | -28.0% | -6.8% |
| 30D | -18.8% | +54.3% | -73.2% | -8.3% |
| 3M | -18.8% | +24.3% | -43.1% | -11.7% |
| 6M | -39.7% | +0.6% | -40.3% | -35.8% |
| YTD | -39.6% | -27.7% | -11.9% | -38.8% |
| 1Y | -51.7% | -29.4% | -22.3% | -50.7% |
| 3Y | +10.2% | -98.8% | +109.1% | -24.8% |
| All | +10.2% | -98.8% | +109.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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