-43.3%
ORCL vs ETR
+18.4%
-61.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +10.4% | +1.5% | +8.9% | +10.8% |
| 30D | -11.2% | +6.6% | -17.9% | -9.7% |
| 3M | -16.8% | +4.4% | -21.2% | -16.4% |
| 6M | -31.5% | -0.3% | -31.2% | -31.6% |
| YTD | -33.9% | +23.3% | -57.2% | -40.7% |
| 1Y | -43.3% | +18.9% | -62.1% | -47.9% |
| All | -43.3% | +18.4% | -61.7% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling