+336.5%
ORCL vs ET
+179.3%
+157.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +5.1% | +4.6% | +0.6% | +4.0% |
| 3M | -23.7% | +16.0% | -39.8% | -26.5% |
| 6M | +3.1% | +22.8% | -19.7% | -2.2% |
| YTD | -20.8% | +38.9% | -59.6% | -27.0% |
| 1Y | -52.9% | +34.1% | -87.0% | -56.2% |
| 3Y | +25.4% | +98.8% | -73.4% | +8.3% |
| 5Y | +82.4% | +246.8% | -164.4% | +40.9% |
| All | +336.5% | +179.3% | +157.2% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ET 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling