-33.3%
ORCL vs EWY
-22.6%
-10.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.2% | +2.6% | +5.9% |
| 7D | +3.8% | -2.8% | +6.6% | +4.9% |
| 30D | -6.6% | -13.1% | +6.6% | -0.7% |
| 3M | -11.4% | -11.6% | +0.2% | -6.3% |
| 6M | -33.3% | -23.4% | -9.9% | -26.7% |
| All | -33.3% | -22.6% | -10.7% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling