+33,471.2%
ORCL vs ETN
+20,051.4%
+13,419.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.4% |
| 7D | +5.3% | +2.0% | +3.3% | +4.3% |
| 30D | +10.0% | -7.9% | +17.9% | +14.3% |
| 3M | -32.6% | -1.6% | -31.0% | -32.6% |
| 6M | +4.9% | +16.9% | -11.9% | -4.9% |
| YTD | -17.8% | +30.1% | -47.8% | -29.5% |
| 1Y | -28.0% | +19.3% | -47.3% | -35.3% |
| 3Y | +36.0% | +82.5% | -46.5% | -0.4% |
| 5Y | +88.7% | +166.8% | -78.1% | +14.1% |
| 10Y | +346.9% | +649.7% | -302.8% | +57.0% |
| All | +33,471.2% | +20,051.4% | +13,419.7% | +1,615.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling