-50.4%
ORCL vs ETHA
-43.2%
-7.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.4% |
| 7D | -6.5% | -10.2% | +3.7% | -3.1% |
| 30D | -16.6% | -17.0% | +0.4% | -11.1% |
| 3M | -21.6% | +9.6% | -31.2% | -24.4% |
| 6M | -39.4% | -11.3% | -28.0% | -37.3% |
| YTD | -38.7% | -30.9% | -7.7% | -33.5% |
| 1Y | -50.4% | -42.6% | -7.8% | -43.6% |
| All | -50.4% | -43.2% | -7.2% | -43.6% |
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