-49.4%
ORCL vs SM
+63.8%
-113.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.5% |
| 7D | -6.5% | -19.5% | +13.0% | -7.1% |
| 30D | -16.6% | -20.2% | +3.7% | -17.0% |
| 3M | -21.6% | -6.5% | -15.1% | -21.8% |
| 6M | -39.4% | +1.6% | -40.9% | -39.4% |
| YTD | -38.7% | +61.2% | -99.9% | -42.9% |
| All | -49.4% | +63.8% | -113.2% | -51.2% |
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 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