+53.7%
ORCL vs NXT
+208.8%
-155.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | +0.1% |
| 7D | +10.4% | -6.0% | +16.4% | +11.4% |
| 30D | -11.2% | +5.4% | -16.7% | -12.2% |
| 3M | -16.8% | -9.7% | -7.1% | -15.9% |
| 6M | -31.5% | -25.3% | -6.1% | -29.2% |
| YTD | -33.9% | +7.5% | -41.4% | -35.1% |
| 1Y | -43.3% | -3.0% | -40.2% | -43.7% |
| 3Y | +16.5% | +171.4% | -154.9% | +5.1% |
| All | +53.7% | +208.8% | -155.1% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling