+27,975.2%
ORCL vs SM
+1,289.1%
+26,686.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.3% | -6.4% |
| 7D | -17.5% | -25.1% | +7.7% | -14.6% |
| 30D | -20.2% | -15.6% | -4.6% | -18.7% |
| 3M | -19.9% | +2.7% | -22.7% | -20.7% |
| 6M | -37.4% | -3.8% | -33.6% | -38.0% |
| YTD | -40.1% | +61.8% | -102.0% | -44.8% |
| 1Y | -53.4% | +71.4% | -124.7% | -57.3% |
| 3Y | +10.4% | -20.7% | +31.1% | +9.1% |
| 5Y | +29.8% | -11.5% | +41.3% | +22.0% |
| 10Y | +249.2% | +10.2% | +239.0% | +139.2% |
| All | +27,975.2% | +1,289.1% | +26,686.1% | +10,018.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling