+8.1%
ORCL vs ITW
+34.9%
-26.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -16.6% | +9.1% | -25.6% | -17.7% |
| 3M | -21.6% | -1.6% | -20.0% | -21.2% |
| 6M | -39.4% | +14.5% | -53.8% | -41.3% |
| YTD | -38.7% | +19.2% | -57.8% | -42.1% |
| 1Y | -50.4% | +20.9% | -71.3% | -53.7% |
| 3Y | +8.1% | +33.1% | -25.0% | -1.9% |
| All | +8.1% | +34.9% | -26.8% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling