-28.0%
ORCL vs SM
+36.8%
-64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.2% |
| 7D | +5.3% | -0.5% | +5.7% | +5.2% |
| 30D | +10.0% | +25.6% | -15.6% | +8.5% |
| 3M | -32.6% | +8.0% | -40.6% | -32.5% |
| 6M | +4.9% | +50.8% | -45.9% | -1.8% |
| YTD | -17.8% | +97.9% | -115.6% | -27.8% |
| 1Y | -28.0% | +33.8% | -61.8% | -20.8% |
| All | -28.0% | +36.8% | -64.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling