-51.7%
ORCL vs SM
+72.1%
-123.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -11.2% | -25.9% | +14.8% | -12.2% |
| 30D | -18.8% | -15.1% | -3.7% | -19.0% |
| 3M | -18.8% | +4.9% | -23.6% | -18.9% |
| 6M | -39.7% | +6.1% | -45.9% | -39.7% |
| YTD | -39.6% | +63.4% | -103.1% | -43.2% |
| 1Y | -51.7% | +72.5% | -124.2% | -55.2% |
| All | -51.7% | +72.1% | -123.8% | -55.2% |
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