+297.8%
ORCL vs EWZ
+361.8%
-63.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.5% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | -15.3% | -25.1% | +9.8% | -7.5% |
| 3M | -18.2% | -7.7% | -10.5% | -17.1% |
| 6M | -38.4% | -15.8% | -22.6% | -35.7% |
| YTD | -37.7% | +3.6% | -41.3% | -39.7% |
| 1Y | -49.3% | +5.5% | -54.8% | -51.3% |
| 3Y | +10.6% | +22.1% | -11.5% | +0.1% |
| 5Y | +35.5% | +58.3% | -22.8% | +8.9% |
| 10Y | +251.6% | +50.3% | +201.3% | +155.2% |
| All | +297.8% | +361.8% | -63.9% | +56.3% |
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