+38.8%
ORCL vs NVTS
-36.0%
+74.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -0.9% |
| 7D | +8.0% | +3.9% | +4.0% | +7.6% |
| 30D | -4.0% | -4.3% | +0.3% | -3.8% |
| 3M | -19.5% | -34.5% | +15.0% | -17.0% |
| 6M | -33.5% | -57.7% | +24.3% | -30.1% |
| YTD | -34.8% | +25.4% | -60.2% | -37.1% |
| 1Y | -41.6% | +13.1% | -54.8% | -43.3% |
| 3Y | +13.8% | +48.9% | -35.2% | +2.9% |
| 5Y | +43.4% | -51.8% | +95.2% | +33.3% |
| All | +38.8% | -36.0% | +74.8% | +30.9% |
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