+24,538.0%
ORCL vs ETR
+4,550.2%
+19,987.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -11.2% | +0.4% | -11.5% | -11.3% |
| 30D | -18.8% | +7.5% | -26.4% | -20.5% |
| 3M | -18.8% | +4.4% | -23.2% | -19.8% |
| 6M | -39.7% | -1.5% | -38.2% | -39.8% |
| YTD | -39.6% | +21.8% | -61.4% | -43.6% |
| 1Y | -51.7% | +18.4% | -70.1% | -54.6% |
| 3Y | +10.2% | +148.5% | -138.3% | -17.2% |
| 5Y | +30.8% | +152.6% | -121.8% | -3.2% |
| 10Y | +252.1% | +354.5% | -102.4% | +115.4% |
| All | +24,538.0% | +4,550.2% | +19,987.8% | +9,043.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling