+33.3%
ORCL vs EWY
+229.5%
-196.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +15.0% | +8.0% | +7.0% | +11.1% |
| 30D | +10.5% | +14.3% | -3.8% | +3.8% |
| 3M | -23.0% | +2.3% | -25.3% | -25.6% |
| 6M | +7.0% | +49.9% | -42.9% | -16.7% |
| YTD | -15.8% | +95.3% | -111.2% | -46.7% |
| 1Y | -31.1% | +161.7% | -192.8% | -64.6% |
| 3Y | +33.3% | +230.2% | -196.9% | -39.6% |
| All | +33.3% | +229.5% | -196.2% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling