+275.4%
ORCL vs EWJ
+125.7%
+149.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | +10.4% | +3.6% | +6.7% | +7.2% |
| 30D | -11.2% | -6.0% | -5.2% | -6.2% |
| 3M | -16.8% | -6.5% | -10.3% | -11.5% |
| 6M | -31.5% | -0.1% | -31.4% | -30.7% |
| YTD | -33.9% | +13.9% | -47.8% | -40.2% |
| 1Y | -43.3% | +13.1% | -56.4% | -48.4% |
| 3Y | +16.5% | +65.0% | -48.6% | -22.9% |
| 5Y | +45.4% | +47.0% | -1.6% | +5.4% |
| All | +275.4% | +125.7% | +149.8% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling