+42.7%
ORCL vs ITW
+35.5%
+7.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +8.0% | +2.3% | +5.6% | +7.1% |
| 30D | -4.0% | +6.7% | -10.7% | -6.4% |
| 3M | -19.5% | -0.5% | -18.9% | -19.5% |
| 6M | -33.5% | +16.4% | -49.9% | -38.1% |
| YTD | -34.8% | +19.0% | -53.8% | -40.8% |
| 1Y | -41.6% | +20.2% | -61.8% | -47.5% |
| 3Y | +13.8% | +33.1% | -19.3% | -5.5% |
| All | +42.7% | +35.5% | +7.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling