+31.5%
ORCL vs NVTS
+41.3%
-9.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +2.7% |
| 7D | +5.3% | +2.7% | +2.6% | +5.1% |
| 30D | +10.0% | -4.5% | +14.4% | +10.2% |
| 3M | -32.6% | -61.5% | +28.9% | -29.0% |
| 6M | +4.9% | +28.0% | -23.0% | +1.9% |
| YTD | -17.8% | +65.3% | -83.0% | -21.3% |
| 1Y | -28.0% | +113.0% | -141.0% | -32.0% |
| All | +31.5% | +41.3% | -9.8% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling