+352.7%
ORCL vs ETR
+290.6%
+62.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | +1.4% | +3.8% | +4.8% |
| 30D | +10.0% | +1.0% | +9.0% | +9.6% |
| 3M | -32.6% | -1.3% | -31.3% | -32.6% |
| 6M | +4.9% | +1.9% | +3.0% | +3.1% |
| YTD | -17.8% | +18.2% | -35.9% | -23.2% |
| 1Y | -28.0% | +24.7% | -52.7% | -34.0% |
| 3Y | +36.0% | +150.7% | -114.7% | -1.7% |
| 5Y | +88.7% | +127.0% | -38.3% | +39.5% |
| All | +352.7% | +290.6% | +62.1% | +200.9% |
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 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