-49.6%
ORCL vs ETR
+17.9%
-67.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.4% |
| 7D | +0.5% | +1.7% | -1.3% | +0.9% |
| 30D | -15.3% | +8.7% | -24.0% | -13.5% |
| 3M | -18.2% | +4.9% | -23.1% | -17.7% |
| 6M | -38.4% | +0.8% | -39.2% | -38.5% |
| YTD | -37.7% | +23.1% | -60.9% | -44.4% |
| All | -49.6% | +17.9% | -67.5% | -53.6% |
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