+368.8%
ORCL vs EWY
+301.2%
+67.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +10.9% | +6.7% | +4.2% | +7.6% |
| 30D | +7.0% | +17.0% | -10.0% | -0.7% |
| 3M | -21.2% | +3.7% | -24.8% | -24.4% |
| 6M | +7.4% | +42.5% | -35.1% | -13.5% |
| YTD | -16.3% | +96.2% | -112.5% | -44.0% |
| 1Y | -32.3% | +160.4% | -192.7% | -61.0% |
| 3Y | +32.6% | +231.7% | -199.1% | -33.1% |
| 5Y | +93.1% | +153.3% | -60.2% | +9.0% |
| 10Y | +368.8% | +308.8% | +60.0% | +102.4% |
| All | +368.8% | +301.2% | +67.6% | +102.4% |
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