+246.0%
ORCL vs SM
+4.2%
+241.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.6% |
| 7D | -6.5% | -19.5% | +13.0% | -5.2% |
| 30D | -16.6% | -20.2% | +3.7% | -15.3% |
| 3M | -21.6% | -6.5% | -15.1% | -21.5% |
| 6M | -39.4% | +1.6% | -40.9% | -39.9% |
| YTD | -38.7% | +61.2% | -99.9% | -41.5% |
| 1Y | -50.4% | +65.4% | -115.7% | -52.8% |
| 3Y | +8.1% | -13.0% | +21.1% | +6.5% |
| 5Y | +34.5% | -4.3% | +38.8% | +29.7% |
| 10Y | +246.0% | +3.0% | +243.0% | +182.2% |
| All | +246.0% | +4.2% | +241.8% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling