-49.6%
ORCL vs EWJ
+14.5%
-64.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.5% | -0.3% |
| 7D | +0.5% | -1.5% | +1.9% | +1.9% |
| 30D | -15.3% | -6.5% | -8.8% | -9.5% |
| 3M | -18.2% | -5.6% | -12.6% | -13.2% |
| 6M | -38.4% | -0.3% | -38.2% | -36.9% |
| YTD | -37.7% | +13.9% | -51.6% | -42.4% |
| All | -49.6% | +14.5% | -64.1% | -53.6% |
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