+1,537.8%
ORCL vs ET
+1,435.0%
+102.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +10.0% | +7.5% | +2.5% | +8.4% |
| 3M | -32.6% | +11.4% | -44.0% | -34.1% |
| 6M | +4.9% | +18.5% | -13.6% | +1.1% |
| YTD | -17.8% | +37.4% | -55.1% | -23.1% |
| 1Y | -28.0% | +30.9% | -58.9% | -32.0% |
| 3Y | +36.0% | +98.7% | -62.7% | +19.1% |
| 5Y | +88.7% | +230.7% | -142.0% | +49.2% |
| 10Y | +346.9% | +175.6% | +171.3% | +243.6% |
| All | +1,537.8% | +1,435.0% | +102.8% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling