-28.0%
ORCL vs SMR
-76.3%
+48.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | +4.4% | +0.8% | +4.3% |
| 30D | +10.0% | +3.4% | +6.6% | +8.6% |
| 3M | -32.6% | -19.2% | -13.4% | -30.4% |
| 6M | +4.9% | -22.6% | +27.6% | +7.3% |
| YTD | -17.8% | -31.5% | +13.8% | -15.3% |
| 1Y | -28.0% | -73.1% | +45.1% | -14.9% |
| All | -28.0% | -76.3% | +48.3% | -14.9% |
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