+1,239.4%
ORCL vs EFA
+394.8%
+844.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | +0.6% | +4.7% | +4.8% |
| 30D | +10.0% | +0.9% | +9.1% | +9.3% |
| 3M | -32.6% | +4.9% | -37.5% | -35.0% |
| 6M | +4.9% | +8.6% | -3.6% | -1.9% |
| YTD | -17.8% | +14.6% | -32.4% | -26.5% |
| 1Y | -28.0% | +22.6% | -50.6% | -39.2% |
| 3Y | +36.0% | +66.5% | -30.5% | -10.6% |
| 5Y | +88.7% | +54.5% | +34.2% | +31.1% |
| 10Y | +346.9% | +144.8% | +202.1% | +110.1% |
| All | +1,239.4% | +394.8% | +844.6% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling