+79.3%
ORCL vs NVTS
-14.2%
+93.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +15.0% | +9.7% | +5.3% | +14.2% |
| 30D | +10.5% | -13.6% | +24.1% | +11.6% |
| 3M | -23.0% | -51.0% | +28.0% | -19.6% |
| 6M | +7.0% | +46.3% | -39.3% | +2.5% |
| YTD | -15.8% | +68.1% | -83.9% | -20.4% |
| 1Y | -31.1% | +113.9% | -145.0% | -36.1% |
| 3Y | +33.3% | +45.3% | -12.0% | +21.5% |
| All | +79.3% | -14.2% | +93.4% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling