+10.2%
ORCL vs ETR
+146.5%
-136.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -11.2% | +0.4% | -11.5% | -11.2% |
| 30D | -18.8% | +7.5% | -26.4% | -19.5% |
| 3M | -18.8% | +4.4% | -23.2% | -19.2% |
| 6M | -39.7% | -1.5% | -38.2% | -39.8% |
| YTD | -39.6% | +21.8% | -61.4% | -43.1% |
| 1Y | -51.7% | +18.4% | -70.1% | -54.2% |
| 3Y | +10.2% | +148.5% | -138.3% | +5.0% |
| All | +10.2% | +146.5% | -136.3% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling