-28.0%
ORCL vs ITOT
+20.8%
-48.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.7% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.0% | 0.0% | +10.0% | +10.3% |
| 3M | -32.6% | +2.0% | -34.5% | -34.2% |
| 6M | +4.9% | +13.0% | -8.1% | -13.6% |
| YTD | -17.8% | +14.0% | -31.7% | -32.7% |
| 1Y | -28.0% | +19.9% | -47.9% | -46.3% |
| All | -28.0% | +20.8% | -48.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling