+28,804.8%
ORLY vs EWJ
+151.8%
+28,653.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -7.6% | +0.2% | -7.8% | -7.8% |
| 3M | -5.5% | +8.6% | -14.1% | -9.3% |
| 6M | -9.7% | +12.1% | -21.9% | -14.8% |
| YTD | -6.2% | +20.1% | -26.3% | -14.3% |
| 1Y | -18.6% | +25.2% | -43.8% | -27.2% |
| 3Y | +33.8% | +70.8% | -36.9% | +2.7% |
| 5Y | +116.5% | +49.2% | +67.4% | +74.9% |
| 10Y | +361.0% | +138.6% | +222.4% | +202.2% |
| All | +28,804.8% | +151.8% | +28,653.0% | +14,742.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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