+30.6%
ORCL vs EWJ
+41.8%
-11.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -5.0% | -6.1% | -7.2% |
| 30D | -18.8% | -10.2% | -8.6% | -10.9% |
| 3M | -18.8% | -7.2% | -11.5% | -13.0% |
| 6M | -39.7% | -3.2% | -36.5% | -37.4% |
| YTD | -39.6% | +9.9% | -49.5% | -43.5% |
| 1Y | -51.7% | +11.0% | -62.7% | -55.2% |
| 3Y | +10.2% | +57.3% | -47.1% | -23.4% |
| All | +30.6% | +41.8% | -11.2% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling