+94.3%
ORCL vs NVT
+425.5%
-331.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +0.3% |
| 7D | +15.0% | +10.4% | +4.6% | +9.7% |
| 30D | +10.5% | -1.3% | +11.8% | +10.8% |
| 3M | -23.0% | -0.6% | -22.4% | -23.8% |
| 6M | +7.0% | +53.8% | -46.8% | -15.1% |
| YTD | -15.8% | +60.2% | -76.0% | -35.0% |
| 1Y | -31.1% | +76.8% | -107.8% | -49.1% |
| 3Y | +33.3% | +191.2% | -158.0% | -24.9% |
| 5Y | +94.3% | +430.9% | -336.6% | -17.8% |
| All | +94.3% | +425.5% | -331.2% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling