+275.4%
ORCL vs EWY
+235.0%
+40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.2% |
| 7D | +10.4% | +10.4% | -0.1% | +5.3% |
| 30D | -11.2% | -12.7% | +1.5% | -5.1% |
| 3M | -16.8% | -17.3% | +0.6% | -8.9% |
| 6M | -31.5% | -18.6% | -12.9% | -26.7% |
| YTD | -33.9% | +49.5% | -83.4% | -49.8% |
| 1Y | -43.3% | +55.0% | -98.2% | -57.7% |
| 3Y | +16.5% | +159.0% | -142.5% | -34.1% |
| 5Y | +45.4% | +102.5% | -57.1% | -8.8% |
| All | +275.4% | +235.0% | +40.5% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 10y: compounded portfolio wealth divided by compounded EWY 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…
10y analysis · Full analysis span regression · 6 months rolling