+1,121.5%
ORCL vs ET
+1,312.4%
-191.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -16.6% | -3.1% | -13.5% | -16.0% |
| 3M | -21.6% | -3.9% | -17.7% | -21.0% |
| 6M | -39.4% | +4.0% | -43.4% | -40.0% |
| YTD | -38.7% | +26.4% | -65.1% | -41.7% |
| 1Y | -50.4% | +24.9% | -75.3% | -52.7% |
| 3Y | +8.1% | +85.2% | -77.1% | -4.0% |
| 5Y | +34.5% | +218.3% | -183.8% | +7.4% |
| 10Y | +246.0% | +172.0% | +74.1% | +168.0% |
| All | +1,121.5% | +1,312.4% | -191.0% | +353.4% |
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 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