+251.6%
ORCL vs EWZ
+45.3%
+206.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.6% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | -15.3% | -25.1% | +9.8% | -9.0% |
| 3M | -18.2% | -7.7% | -10.5% | -17.4% |
| 6M | -38.4% | -15.8% | -22.6% | -36.2% |
| YTD | -37.7% | +3.6% | -41.3% | -39.3% |
| 1Y | -49.3% | +5.5% | -54.8% | -50.9% |
| 3Y | +10.6% | +22.1% | -11.5% | +2.0% |
| 5Y | +35.5% | +58.3% | -22.8% | +14.1% |
| 10Y | +251.6% | +50.3% | +201.3% | +182.5% |
| All | +251.6% | +45.3% | +206.2% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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