+293.8%
ORCL vs NVT
+699.2%
-405.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.0% |
| 7D | +5.3% | +5.1% | +0.2% | +3.3% |
| 30D | +10.0% | -3.7% | +13.7% | +11.3% |
| 3M | -32.6% | -10.1% | -22.4% | -30.2% |
| 6M | +4.9% | +37.5% | -32.5% | -8.9% |
| YTD | -17.8% | +53.7% | -71.5% | -31.9% |
| 1Y | -28.0% | +70.9% | -98.8% | -42.6% |
| 3Y | +36.0% | +180.4% | -144.4% | -11.9% |
| 5Y | +88.7% | +393.5% | -304.7% | -0.1% |
| All | +293.8% | +699.2% | -405.5% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling