+26,874.5%
ORCL vs ITW
+10,254.3%
+16,620.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +10.4% | +0.5% | +9.9% | +10.1% |
| 30D | -11.2% | +7.7% | -18.9% | -14.9% |
| 3M | -16.8% | -1.3% | -15.4% | -16.7% |
| 6M | -31.5% | +15.5% | -47.0% | -37.3% |
| YTD | -33.9% | +18.6% | -52.5% | -41.0% |
| 1Y | -43.3% | +19.8% | -63.1% | -49.8% |
| 3Y | +16.5% | +32.5% | -16.0% | -3.5% |
| 5Y | +45.4% | +35.3% | +10.1% | +17.8% |
| 10Y | +274.0% | +193.2% | +80.8% | +93.4% |
| All | +26,874.5% | +10,254.3% | +16,620.2% | +2,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling