+93.1%
ORCL vs ETN
+174.7%
-81.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +10.9% | +6.2% | +4.7% | +7.1% |
| 30D | +7.0% | -6.7% | +13.7% | +11.2% |
| 3M | -21.2% | +3.6% | -24.8% | -23.8% |
| 6M | +7.4% | +18.3% | -10.9% | -6.3% |
| YTD | -16.3% | +31.5% | -47.7% | -32.4% |
| 1Y | -32.3% | +20.6% | -52.9% | -41.8% |
| 3Y | +32.6% | +82.5% | -50.0% | -10.2% |
| 5Y | +93.1% | +177.8% | -84.7% | +4.3% |
| All | +93.1% | +174.7% | -81.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling