+7.2%
ORCL vs EWZ
+18.2%
-11.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -11.2% | -1.5% | -9.7% | -10.7% |
| 30D | -18.8% | -24.5% | +5.7% | -12.6% |
| 3M | -18.8% | -10.7% | -8.1% | -18.1% |
| 6M | -39.7% | -19.1% | -20.6% | -37.0% |
| YTD | -39.6% | +1.6% | -41.3% | -42.3% |
| 1Y | -51.7% | +4.3% | -56.0% | -54.6% |
| All | +7.2% | +18.2% | -11.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling