+425.4%
ORCL vs EWZ
+436.1%
-10.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | +6.5% | -1.2% | +3.0% |
| 30D | +10.0% | +4.8% | +5.1% | +8.1% |
| 3M | -32.6% | +9.9% | -42.5% | -34.8% |
| 6M | +4.9% | +1.9% | +3.0% | +4.0% |
| YTD | -17.8% | +20.3% | -38.1% | -23.2% |
| 1Y | -28.0% | +35.6% | -63.6% | -35.7% |
| 3Y | +36.0% | +43.4% | -7.4% | +18.0% |
| 5Y | +88.7% | +55.9% | +32.8% | +54.1% |
| 10Y | +346.9% | +84.2% | +262.8% | +205.4% |
| All | +425.4% | +436.1% | -10.7% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling