+33.3%
ORCL vs ETN
+86.9%
-53.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +0.7% |
| 7D | +15.0% | +8.0% | +7.0% | +9.8% |
| 30D | +10.5% | -5.9% | +16.5% | +14.4% |
| 3M | -23.0% | +5.0% | -28.0% | -26.3% |
| 6M | +7.0% | +22.4% | -15.4% | -10.0% |
| YTD | -15.8% | +33.6% | -49.5% | -34.3% |
| 1Y | -31.1% | +22.1% | -53.2% | -42.1% |
| 3Y | +33.3% | +85.6% | -52.3% | -12.2% |
| All | +33.3% | +86.9% | -53.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling