+41.1%
ORCL vs NVD
-99.2%
+140.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +2.7% |
| 7D | +5.3% | -11.1% | +16.4% | +2.5% |
| 30D | +10.0% | -13.3% | +23.2% | +7.3% |
| 3M | -32.6% | -19.8% | -12.8% | -34.2% |
| 6M | +4.9% | -48.8% | +53.7% | -5.4% |
| YTD | -17.8% | -49.7% | +31.9% | -25.2% |
| 1Y | -28.0% | -61.4% | +33.4% | -36.3% |
| 3Y | +36.0% | -99.1% | +135.1% | -22.7% |
| All | +41.1% | -99.2% | +140.4% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling