+33,471.1%
ORCL vs ITW
+9,591.0%
+23,880.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.4% |
| 7D | +5.3% | -3.6% | +8.8% | +7.3% |
| 30D | +10.0% | -9.1% | +19.1% | +15.6% |
| 3M | -32.6% | +8.2% | -40.8% | -35.8% |
| 6M | +4.9% | -4.8% | +9.7% | +6.3% |
| YTD | -17.8% | +11.0% | -28.8% | -23.5% |
| 1Y | -28.0% | +4.2% | -32.2% | -31.4% |
| 3Y | +36.0% | +17.3% | +18.8% | +20.7% |
| 5Y | +88.7% | +33.0% | +55.7% | +55.0% |
| 10Y | +346.9% | +182.3% | +164.6% | +136.7% |
| All | +33,471.1% | +9,591.0% | +23,880.1% | +2,686.8% |
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