+42.7%
ORCL vs ETR
+157.6%
-114.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.0% | +1.2% | +6.8% | +7.7% |
| 30D | -4.0% | +7.0% | -11.0% | -5.3% |
| 3M | -19.5% | +4.6% | -24.1% | -20.2% |
| 6M | -33.5% | +0.1% | -33.6% | -33.7% |
| YTD | -34.8% | +23.2% | -58.0% | -39.2% |
| 1Y | -41.6% | +20.6% | -62.2% | -45.2% |
| 3Y | +13.8% | +156.3% | -142.5% | -12.0% |
| All | +42.7% | +157.6% | -114.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling