+147.9%
OXY vs EWJ
+50.5%
+97.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +5.5% | +0.8% | +4.7% | +5.0% |
| 3M | +11.3% | +7.5% | +3.8% | +7.3% |
| 6M | +11.6% | +15.6% | -4.0% | +2.5% |
| YTD | +51.6% | +22.7% | +28.8% | +33.5% |
| 1Y | +36.2% | +26.4% | +9.8% | +17.5% |
| 3Y | +1.7% | +72.5% | -70.8% | -30.8% |
| All | +147.9% | +50.5% | +97.4% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling