+10.2%
ORCL vs EWJ
+56.7%
-46.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -5.0% | -6.1% | -7.1% |
| 30D | -18.8% | -10.2% | -8.6% | -10.7% |
| 3M | -18.8% | -7.2% | -11.5% | -12.8% |
| 6M | -39.7% | -3.2% | -36.5% | -37.2% |
| YTD | -39.6% | +9.9% | -49.5% | -43.3% |
| 1Y | -51.7% | +11.0% | -62.7% | -55.0% |
| 3Y | +10.2% | +57.3% | -47.1% | -20.1% |
| All | +10.2% | +56.7% | -46.5% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling