+275.4%
ORCL vs ETN
+552.7%
-277.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +10.4% | +10.1% | +0.2% | +4.9% |
| 30D | -11.2% | -15.9% | +4.7% | -3.0% |
| 3M | -16.8% | -21.7% | +4.9% | -5.8% |
| 6M | -31.5% | -10.1% | -21.4% | -28.5% |
| YTD | -33.9% | +14.0% | -47.9% | -40.5% |
| 1Y | -43.3% | -1.7% | -41.6% | -44.6% |
| 3Y | +16.5% | +67.9% | -51.4% | -12.1% |
| 5Y | +45.4% | +125.5% | -80.2% | -5.8% |
| All | +275.4% | +552.7% | -277.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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