+45.4%
ORCL vs ITOT
+65.7%
-20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +10.4% | +3.3% | +7.1% | +6.2% |
| 30D | -11.2% | -2.5% | -8.8% | -7.9% |
| 3M | -16.8% | -2.3% | -14.4% | -13.5% |
| 6M | -31.5% | +3.0% | -34.5% | -32.6% |
| YTD | -33.9% | +11.9% | -45.8% | -40.5% |
| 1Y | -43.3% | +12.0% | -55.3% | -48.8% |
| 3Y | +16.5% | +77.8% | -61.3% | -31.9% |
| 5Y | +45.4% | +65.0% | -19.6% | -6.9% |
| All | +45.4% | +65.7% | -20.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling