-8.9%
ORCL vs ETHA
-42.9%
+34.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | +10.4% | -10.3% | +20.7% | +12.9% |
| 30D | -11.2% | -19.7% | +8.4% | -7.0% |
| 3M | -16.8% | +7.2% | -24.0% | -18.1% |
| 6M | -31.5% | -11.9% | -19.5% | -30.1% |
| YTD | -33.9% | -32.3% | -1.6% | -30.3% |
| 1Y | -43.3% | -41.1% | -2.1% | -38.9% |
| All | -8.9% | -42.9% | +34.0% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling