+251.6%
ORCL vs EWT
+418.9%
-167.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.2% | -4.0% | -1.9% |
| 7D | +0.5% | -5.0% | +5.5% | +3.6% |
| 30D | -15.3% | -16.3% | +1.0% | -4.1% |
| 3M | -18.2% | -7.2% | -11.0% | -13.9% |
| 6M | -38.4% | -0.5% | -37.9% | -38.6% |
| YTD | -37.7% | +50.6% | -88.3% | -53.8% |
| 1Y | -49.3% | +54.8% | -104.1% | -63.0% |
| 3Y | +10.6% | +155.5% | -144.8% | -41.4% |
| 5Y | +35.5% | +116.4% | -80.9% | -21.3% |
| 10Y | +251.6% | +421.4% | -169.8% | +15.3% |
| All | +251.6% | +418.9% | -167.3% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling