+33,471.1%
ORCL vs ETR
+4,412.2%
+29,058.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | +1.4% | +3.8% | +4.8% |
| 30D | +10.0% | +1.0% | +9.0% | +9.6% |
| 3M | -32.6% | -1.3% | -31.3% | -32.6% |
| 6M | +4.9% | +1.9% | +3.0% | +3.3% |
| YTD | -17.8% | +18.2% | -35.9% | -22.5% |
| 1Y | -28.0% | +24.7% | -52.7% | -33.3% |
| 3Y | +36.0% | +150.7% | -114.7% | +1.7% |
| 5Y | +88.7% | +127.0% | -38.3% | +43.8% |
| 10Y | +346.9% | +295.5% | +51.4% | +184.0% |
| All | +33,471.1% | +4,412.2% | +29,058.9% | +12,465.3% |
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