+10.2%
ORCL vs EWY
+132.7%
-122.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.1% |
| 7D | -11.2% | -10.4% | -0.8% | -6.5% |
| 30D | -18.8% | -25.4% | +6.6% | -6.8% |
| 3M | -18.8% | -16.5% | -2.3% | -11.6% |
| 6M | -39.7% | -24.7% | -15.0% | -33.3% |
| YTD | -39.6% | +40.9% | -80.6% | -55.3% |
| 1Y | -51.7% | +49.8% | -101.6% | -65.8% |
| 3Y | +10.2% | +134.8% | -124.6% | -43.2% |
| All | +10.2% | +132.7% | -122.5% | -43.2% |
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