+346.9%
ORCL vs SM
+5.6%
+341.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.0% | +26.3% | -16.3% | +8.0% |
| 3M | -32.6% | +8.7% | -41.3% | -33.2% |
| 6M | +4.9% | +51.7% | -46.7% | +1.1% |
| YTD | -17.8% | +99.0% | -116.8% | -22.5% |
| 1Y | -28.0% | +34.6% | -62.6% | -30.3% |
| 3Y | +36.0% | -7.8% | +43.8% | +33.4% |
| 5Y | +88.7% | +104.8% | -16.1% | +74.1% |
| All | +346.9% | +5.6% | +341.3% | +262.9% |
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