-14.1%
ORCL vs ETHA
-39.8%
+25.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +4.1% |
| 7D | +0.5% | -5.3% | +5.8% | +1.6% |
| 30D | -15.3% | -14.2% | -1.1% | -12.5% |
| 3M | -18.2% | +10.7% | -28.9% | -20.1% |
| 6M | -38.4% | -8.4% | -30.1% | -37.7% |
| YTD | -37.7% | -28.6% | -9.1% | -35.0% |
| 1Y | -49.3% | -38.8% | -10.4% | -45.9% |
| All | -14.1% | -39.8% | +25.6% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling