+33.3%
ORCL vs ITW
+21.4%
+11.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +15.0% | -0.4% | +15.4% | +15.1% |
| 30D | +10.5% | -9.4% | +20.0% | +12.9% |
| 3M | -23.0% | +7.1% | -30.1% | -24.8% |
| 6M | +7.0% | -1.9% | +8.8% | +7.1% |
| YTD | -15.8% | +10.4% | -26.3% | -19.7% |
| 1Y | -31.1% | +3.3% | -34.4% | -32.3% |
| 3Y | +33.3% | +21.0% | +12.3% | +18.9% |
| All | +33.3% | +21.4% | +11.9% | +18.9% |
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