+363.4%
ORCL vs ETR
+295.2%
+68.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +15.0% | +1.4% | +13.6% | +14.6% |
| 30D | +10.5% | +1.9% | +8.7% | +9.9% |
| 3M | -23.0% | +1.0% | -24.0% | -23.5% |
| 6M | +7.0% | +4.8% | +2.1% | +4.2% |
| YTD | -15.8% | +19.5% | -35.4% | -21.6% |
| 1Y | -31.1% | +28.1% | -59.2% | -37.3% |
| 3Y | +33.3% | +151.1% | -117.9% | -3.6% |
| 5Y | +94.3% | +125.2% | -30.8% | +44.2% |
| 10Y | +363.4% | +291.1% | +72.2% | +206.9% |
| All | +363.4% | +295.2% | +68.2% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ETR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling