+32.6%
ORCL vs NVTS
-31.5%
+64.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.3% | -8.1% | +2.3% |
| 7D | +0.5% | +20.8% | -20.3% | -1.1% |
| 30D | -15.3% | -11.1% | -4.2% | -14.6% |
| 3M | -18.2% | -31.0% | +12.8% | -16.2% |
| 6M | -38.4% | -47.4% | +8.9% | -36.5% |
| YTD | -37.7% | +34.2% | -71.9% | -40.2% |
| 1Y | -49.3% | +22.2% | -71.5% | -51.1% |
| 3Y | +10.6% | +68.4% | -57.7% | -1.1% |
| 5Y | +35.5% | -39.0% | +74.5% | +26.1% |
| All | +32.6% | -31.5% | +64.1% | +24.4% |
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