+439.1%
ORCL vs EWY
+1,241.1%
-802.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +0.9% |
| 7D | +5.3% | +4.8% | +0.4% | +3.0% |
| 30D | +10.0% | +11.7% | -1.7% | +4.1% |
| 3M | -32.6% | -7.4% | -25.2% | -32.0% |
| 6M | +4.9% | +40.6% | -35.6% | -14.9% |
| YTD | -17.8% | +94.3% | -112.0% | -43.7% |
| 1Y | -28.0% | +164.3% | -192.3% | -57.5% |
| 3Y | +36.0% | +221.0% | -185.0% | -27.4% |
| 5Y | +88.7% | +139.1% | -50.4% | +14.2% |
| 10Y | +346.9% | +298.8% | +48.1% | +102.2% |
| All | +439.1% | +1,241.1% | -802.0% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling