+277.8%
ORCL vs EWY
+237.9%
+39.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.2% | +2.6% | +5.8% |
| 7D | +3.8% | -2.8% | +6.6% | +5.0% |
| 30D | -6.6% | -13.1% | +6.6% | 0.0% |
| 3M | -11.4% | -11.6% | +0.2% | -6.1% |
| 6M | -33.3% | -23.4% | -9.9% | -26.6% |
| YTD | -33.3% | +52.0% | -85.3% | -49.7% |
| 1Y | -44.9% | +58.6% | -103.5% | -59.4% |
| 3Y | +17.6% | +163.3% | -145.7% | -34.0% |
| 5Y | +46.1% | +108.7% | -62.6% | -9.7% |
| 10Y | +277.8% | +237.8% | +40.0% | +83.5% |
| All | +277.8% | +237.9% | +39.8% | +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