+279.2%
ORCL vs EWT
+464.8%
-185.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +3.0% | +4.7% |
| 7D | +3.8% | +3.2% | +0.6% | +1.2% |
| 30D | -6.6% | -12.3% | +5.8% | +2.4% |
| 3M | -11.4% | -3.6% | -7.8% | -9.0% |
| 6M | -33.3% | +3.1% | -36.4% | -35.0% |
| YTD | -33.3% | +57.7% | -91.0% | -52.0% |
| 1Y | -44.9% | +60.3% | -105.2% | -60.7% |
| 3Y | +17.6% | +163.4% | -145.7% | -39.1% |
| 5Y | +46.1% | +127.4% | -81.4% | -18.0% |
| All | +279.2% | +464.8% | -185.6% | +16.4% |
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