+368.8%
ORCL vs ITW
+183.0%
+185.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +10.9% | -1.9% | +12.8% | +11.9% |
| 30D | +7.0% | -10.4% | +17.4% | +12.8% |
| 3M | -21.2% | +3.5% | -24.7% | -23.1% |
| 6M | +7.4% | -3.4% | +10.8% | +8.0% |
| YTD | -16.3% | +8.5% | -24.8% | -21.2% |
| 1Y | -32.3% | +3.2% | -35.5% | -35.1% |
| 3Y | +32.6% | +18.9% | +13.7% | +16.4% |
| 5Y | +93.1% | +35.0% | +58.1% | +55.7% |
| 10Y | +368.8% | +188.6% | +180.1% | +157.8% |
| All | +368.8% | +183.0% | +185.8% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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