-41.6%
ORCL vs NVT
+4.7%
-46.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +8.0% | +8.0% | 0.0% | +4.3% |
| 30D | -4.0% | -24.8% | +20.8% | +8.1% |
| 3M | -19.5% | -32.4% | +13.0% | -5.2% |
| 6M | -33.5% | -33.5% | 0.0% | -21.9% |
| YTD | -34.8% | +13.2% | -48.0% | -42.1% |
| 1Y | -41.6% | +9.0% | -50.6% | -46.7% |
| All | -41.6% | +4.7% | -46.3% | -46.7% |
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