-49.5%
ORCL vs EWT
+54.0%
-103.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.0% |
| 7D | -14.4% | -10.9% | -3.5% | -6.1% |
| 30D | -12.8% | -17.7% | +4.9% | +1.9% |
| 3M | -14.8% | -5.0% | -9.8% | -10.8% |
| 6M | -30.9% | +7.4% | -38.3% | -34.6% |
| YTD | -35.7% | +52.8% | -88.5% | -58.8% |
| 1Y | -49.5% | +55.2% | -104.7% | -68.2% |
| All | -49.5% | +54.0% | -103.5% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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