+5,272.5%
ORCL vs EWJ
+156.6%
+5,115.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +5.3% | +2.5% | +2.7% | +3.7% |
| 30D | +10.0% | +3.3% | +6.7% | +7.9% |
| 3M | -32.6% | +5.0% | -37.6% | -34.4% |
| 6M | +4.9% | +11.5% | -6.6% | -2.1% |
| YTD | -17.8% | +22.4% | -40.1% | -27.7% |
| 1Y | -28.0% | +30.2% | -58.2% | -39.3% |
| 3Y | +36.0% | +72.8% | -36.8% | -4.4% |
| 5Y | +88.7% | +54.1% | +34.6% | +42.2% |
| 10Y | +346.9% | +140.6% | +206.3% | +154.8% |
| All | +5,272.5% | +156.6% | +5,115.9% | +2,657.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling