+28.5%
ORCL vs NVTS
-38.4%
+67.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.7% | 0.0% |
| 7D | -11.2% | +1.5% | -12.7% | -11.3% |
| 30D | -18.8% | -23.8% | +5.0% | -17.2% |
| 3M | -18.8% | -30.6% | +11.8% | -16.7% |
| 6M | -39.7% | -48.4% | +8.6% | -37.7% |
| YTD | -39.6% | +20.6% | -60.2% | -41.5% |
| 1Y | -51.7% | -2.5% | -49.2% | -52.8% |
| 3Y | +10.2% | +44.0% | -33.7% | -0.1% |
| 5Y | +30.8% | -42.6% | +73.5% | +23.0% |
| All | +28.5% | -38.4% | +67.0% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling