+40.4%
ORCL vs NXT
+246.1%
-205.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | 0.0% |
| 7D | -11.2% | +32.2% | -43.4% | -15.2% |
| 30D | -18.8% | +21.9% | -40.8% | -21.4% |
| 3M | -18.8% | +6.6% | -25.4% | -19.9% |
| 6M | -39.7% | -16.8% | -22.9% | -38.7% |
| YTD | -39.6% | +20.4% | -60.1% | -41.8% |
| 1Y | -51.7% | -1.5% | -50.2% | -52.4% |
| 3Y | +10.2% | +182.4% | -172.1% | -1.8% |
| All | +40.4% | +246.1% | -205.7% | +23.0% |
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