+1.7%
OXY vs EWJ
+73.0%
-71.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +5.5% | +0.8% | +4.7% | +5.3% |
| 3M | +11.3% | +7.5% | +3.8% | +9.1% |
| 6M | +11.6% | +15.6% | -4.0% | +6.2% |
| YTD | +51.6% | +22.7% | +28.8% | +39.3% |
| 1Y | +36.2% | +26.4% | +9.8% | +23.1% |
| 3Y | +1.7% | +72.5% | -70.8% | -20.5% |
| All | +1.7% | +73.0% | -71.3% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling