+53,398.1%
ORLY vs ITW
+5,422.1%
+47,976.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | -6.8% | -8.3% | +1.6% | -3.5% |
| 3M | -4.8% | +6.0% | -10.8% | -7.1% |
| 6M | -9.1% | 0.0% | -9.1% | -9.4% |
| YTD | -5.9% | +10.2% | -16.1% | -10.2% |
| 1Y | -20.4% | +3.2% | -23.6% | -22.1% |
| 3Y | +36.6% | +21.0% | +15.6% | +23.7% |
| 5Y | +117.3% | +37.9% | +79.4% | +83.8% |
| 10Y | +362.7% | +193.2% | +169.5% | +180.8% |
| All | +53,398.1% | +5,422.1% | +47,976.0% | +14,979.7% |
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