-28.0%
ORCL vs EWJ
+31.1%
-59.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +5.3% | +2.5% | +2.7% | +3.2% |
| 30D | +10.0% | +3.3% | +6.7% | +7.3% |
| 3M | -32.6% | +5.0% | -37.6% | -34.7% |
| 6M | +4.9% | +11.5% | -6.6% | -2.8% |
| YTD | -17.8% | +22.4% | -40.1% | -28.4% |
| 1Y | -28.0% | +30.2% | -58.2% | -40.8% |
| All | -28.0% | +31.1% | -59.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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