+13.8%
ORCL vs EWT
+157.5%
-143.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +8.0% | +9.1% | -1.2% | +0.5% |
| 30D | -4.0% | -12.2% | +8.2% | +6.7% |
| 3M | -19.5% | -9.4% | -10.0% | -12.7% |
| 6M | -33.5% | +2.7% | -36.1% | -35.6% |
| YTD | -34.8% | +53.3% | -88.1% | -56.1% |
| 1Y | -41.6% | +59.2% | -100.8% | -61.9% |
| 3Y | +13.8% | +157.1% | -143.3% | -48.5% |
| All | +13.8% | +157.5% | -143.7% | -48.5% |
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