+10.2%
ORCL vs EWT
+136.7%
-126.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -2.4% |
| 7D | -11.2% | -11.7% | +0.6% | -2.0% |
| 30D | -18.8% | -23.2% | +4.4% | +0.8% |
| 3M | -18.8% | -12.5% | -6.3% | -9.4% |
| 6M | -39.7% | -5.9% | -33.8% | -37.3% |
| YTD | -39.6% | +40.5% | -80.1% | -56.3% |
| 1Y | -51.7% | +43.7% | -95.5% | -65.7% |
| 3Y | +10.2% | +136.6% | -126.4% | -43.6% |
| All | +10.2% | +136.7% | -126.5% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling