+94.3%
ORCL vs EWZ
+60.6%
+33.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.8% |
| 7D | +15.0% | +5.6% | +9.4% | +13.2% |
| 30D | +10.5% | +9.3% | +1.3% | +7.7% |
| 3M | -23.0% | +15.7% | -38.7% | -26.3% |
| 6M | +7.0% | +7.4% | -0.4% | +4.6% |
| YTD | -15.8% | +22.7% | -38.5% | -20.8% |
| 1Y | -31.1% | +36.4% | -67.5% | -37.3% |
| 3Y | +33.3% | +50.4% | -17.1% | +17.0% |
| 5Y | +94.3% | +67.6% | +26.7% | +68.2% |
| All | +94.3% | +60.6% | +33.7% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling