+328.9%
ORCL vs ITOT
+303.4%
+25.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.6% |
| 7D | -5.4% | -0.9% | -4.4% | -4.5% |
| 30D | -2.0% | -1.5% | -0.5% | -0.3% |
| 3M | -18.1% | +3.6% | -21.6% | -20.4% |
| 6M | -7.2% | +13.7% | -20.9% | -17.5% |
| YTD | -22.2% | +12.9% | -35.1% | -30.1% |
| 1Y | -50.6% | +17.2% | -67.8% | -57.2% |
| 3Y | +22.9% | +75.6% | -52.8% | -25.5% |
| 5Y | +79.3% | +75.5% | +3.8% | +8.5% |
| All | +328.9% | +303.4% | +25.5% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling