-49.4%
ORCL vs ET
+25.0%
-74.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.6% |
| 30D | -16.6% | -3.1% | -13.5% | -16.4% |
| 3M | -21.6% | -3.9% | -17.7% | -21.5% |
| 6M | -39.4% | +4.0% | -43.4% | -39.1% |
| YTD | -38.7% | +26.4% | -65.1% | -46.8% |
| All | -49.4% | +25.0% | -74.3% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling