+1,112.4%
OXY vs EWJ
+153.3%
+959.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | +0.6% | +1.0% | -0.4% | 0.0% |
| 30D | +4.5% | +1.0% | +3.5% | +3.7% |
| 3M | +8.9% | +7.2% | +1.7% | +3.3% |
| 6M | +12.5% | +13.9% | -1.4% | +1.3% |
| YTD | +50.5% | +20.8% | +29.7% | +30.2% |
| 1Y | +38.6% | +26.4% | +12.2% | +16.3% |
| 3Y | -1.2% | +71.8% | -73.0% | -32.7% |
| 5Y | +161.6% | +49.9% | +111.8% | +94.2% |
| 10Y | +5.3% | +140.0% | -134.7% | -37.0% |
| All | +1,112.4% | +153.3% | +959.1% | +494.5% |
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 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