+91.4%
ORCL vs EWJ
+53.7%
+37.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +5.3% | +2.5% | +2.7% | +3.3% |
| 30D | +10.0% | +3.3% | +6.7% | +7.4% |
| 3M | -32.6% | +5.0% | -37.6% | -34.8% |
| 6M | +4.9% | +11.5% | -6.6% | -3.5% |
| YTD | -17.8% | +22.4% | -40.1% | -29.7% |
| 1Y | -28.0% | +30.2% | -58.2% | -41.5% |
| 3Y | +36.0% | +72.8% | -36.8% | -12.1% |
| All | +91.4% | +53.7% | +37.7% | +31.9% |
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