-49.5%
ORCL vs SMR
-87.0%
+37.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -0.7% |
| 7D | -14.4% | -9.5% | -4.9% | -11.9% |
| 30D | -12.8% | -33.2% | +20.4% | -2.9% |
| 3M | -14.8% | -45.9% | +31.2% | -1.1% |
| 6M | -30.9% | -57.9% | +27.0% | -15.9% |
| YTD | -35.7% | -63.8% | +28.1% | -22.4% |
| 1Y | -49.5% | -85.6% | +36.1% | -26.5% |
| All | -49.5% | -87.0% | +37.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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