+27,144.0%
ORCL vs ETN
+17,642.1%
+9,501.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +7.9% |
| 7D | +3.8% | +2.4% | +1.3% | +2.6% |
| 30D | -6.6% | -15.2% | +8.7% | +1.2% |
| 3M | -11.4% | -21.2% | +9.8% | -0.8% |
| 6M | -33.3% | -13.5% | -19.8% | -29.3% |
| YTD | -33.3% | +14.5% | -47.8% | -39.3% |
| 1Y | -44.9% | -0.9% | -44.1% | -46.2% |
| 3Y | +17.6% | +68.6% | -51.0% | -10.5% |
| 5Y | +46.1% | +129.0% | -83.0% | -5.0% |
| 10Y | +277.8% | +556.1% | -278.4% | +41.9% |
| All | +27,144.0% | +17,642.1% | +9,501.9% | +1,378.6% |
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