+403.1%
ORCL vs EWT
+594.1%
-191.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.0% |
| 7D | +5.3% | +4.0% | +1.3% | +3.0% |
| 30D | +10.0% | +10.3% | -0.3% | +4.1% |
| 3M | -32.6% | +6.1% | -38.7% | -34.9% |
| 6M | +4.9% | +56.6% | -51.7% | -18.3% |
| YTD | -17.8% | +76.6% | -94.3% | -40.2% |
| 1Y | -28.0% | +97.9% | -125.9% | -50.5% |
| 3Y | +36.0% | +198.0% | -162.0% | -24.6% |
| 5Y | +88.7% | +151.8% | -63.0% | +13.6% |
| 10Y | +346.9% | +514.1% | -167.2% | +65.7% |
| All | +403.1% | +594.1% | -191.0% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling