-49.5%
ORCL vs EFA
+16.9%
-66.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -4.6% |
| 7D | -14.4% | +2.0% | -16.4% | -16.2% |
| 30D | -12.8% | +1.6% | -14.5% | -14.3% |
| 3M | -14.8% | -1.5% | -13.3% | -13.3% |
| 6M | -30.9% | +6.6% | -37.5% | -33.4% |
| YTD | -35.7% | +11.8% | -47.5% | -41.9% |
| 1Y | -49.5% | +16.9% | -66.3% | -55.5% |
| All | -49.5% | +16.9% | -66.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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