-28.0%
ORCL vs NVT
+73.8%
-101.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.7% |
| 7D | +5.3% | +5.1% | +0.2% | +2.6% |
| 30D | +10.0% | -3.7% | +13.7% | +11.5% |
| 3M | -32.6% | -10.1% | -22.4% | -29.5% |
| 6M | +4.9% | +37.5% | -32.5% | -16.5% |
| YTD | -17.8% | +53.7% | -71.5% | -41.7% |
| 1Y | -28.0% | +70.9% | -98.8% | -65.1% |
| All | -28.0% | +73.8% | -101.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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