-28.0%
ORCL vs ETHA
-44.4%
+16.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.8% |
| 7D | +5.3% | +0.8% | +4.4% | +5.0% |
| 30D | +10.0% | +27.9% | -17.9% | +2.0% |
| 3M | -32.6% | +38.3% | -70.9% | -39.0% |
| 6M | +4.9% | +14.0% | -9.0% | 0.0% |
| YTD | -17.8% | -17.4% | -0.3% | -16.7% |
| 1Y | -28.0% | -42.7% | +14.7% | -22.6% |
| All | -28.0% | -44.4% | +16.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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