+279.2%
ORCL vs ETR
+379.6%
-100.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -6.6% | +7.7% | -14.3% | -8.6% |
| 3M | -11.4% | +5.7% | -17.1% | -12.9% |
| 6M | -33.3% | -0.3% | -33.0% | -33.6% |
| YTD | -33.3% | +23.4% | -56.6% | -38.5% |
| 1Y | -44.9% | +18.5% | -63.4% | -48.5% |
| 3Y | +17.6% | +155.6% | -137.9% | -15.5% |
| 5Y | +46.1% | +158.7% | -112.6% | +3.1% |
| All | +279.2% | +379.6% | -100.4% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling