-50.4%
ORCL vs NXT
-8.4%
-42.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.3% |
| 7D | -6.5% | +4.0% | -10.5% | -7.5% |
| 30D | -16.6% | +15.9% | -32.5% | -19.7% |
| 3M | -21.6% | -3.0% | -18.6% | -21.6% |
| 6M | -39.4% | -20.7% | -18.6% | -36.8% |
| YTD | -38.7% | +14.6% | -53.3% | -42.9% |
| 1Y | -50.4% | -7.1% | -43.3% | -50.0% |
| All | -50.4% | -8.4% | -42.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling