+30.6%
ORCL vs SM
-11.5%
+42.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -11.2% | -25.9% | +14.8% | -7.9% |
| 30D | -18.8% | -15.1% | -3.7% | -17.3% |
| 3M | -18.8% | +4.9% | -23.6% | -20.0% |
| 6M | -39.7% | +6.1% | -45.9% | -41.2% |
| YTD | -39.6% | +63.4% | -103.1% | -45.7% |
| 1Y | -51.7% | +72.5% | -124.2% | -57.0% |
| 3Y | +10.2% | -16.9% | +27.1% | +5.9% |
| All | +30.6% | -11.5% | +42.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling