+42.7%
ORCL vs EWT
+118.2%
-75.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +8.0% | +9.1% | -1.2% | +0.8% |
| 30D | -4.0% | -12.2% | +8.2% | +6.1% |
| 3M | -19.5% | -9.4% | -10.0% | -13.1% |
| 6M | -33.5% | +2.7% | -36.1% | -35.4% |
| YTD | -34.8% | +53.3% | -88.1% | -54.4% |
| 1Y | -41.6% | +59.2% | -100.8% | -60.3% |
| 3Y | +13.8% | +157.1% | -143.3% | -45.2% |
| All | +42.7% | +118.2% | -75.6% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling