-31.1%
ORCL vs EWT
+92.3%
-123.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.8% |
| 7D | +15.0% | +1.6% | +13.4% | +13.5% |
| 30D | +10.5% | +8.2% | +2.3% | +3.6% |
| 3M | -23.0% | +11.1% | -34.1% | -30.0% |
| 6M | +7.0% | +60.4% | -53.5% | -31.3% |
| YTD | -15.8% | +75.6% | -91.4% | -53.9% |
| 1Y | -31.1% | +91.3% | -122.4% | -74.8% |
| All | -31.1% | +92.3% | -123.4% | -74.8% |
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