+127.1%
ORCL vs SMR
+11.2%
+115.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.3% | -12.9% | +0.6% |
| 7D | +15.0% | +21.4% | -6.4% | +12.4% |
| 30D | +10.5% | +13.8% | -3.3% | +8.5% |
| 3M | -23.0% | +3.9% | -26.9% | -23.9% |
| 6M | +7.0% | -4.2% | +11.2% | +6.1% |
| YTD | -15.8% | -21.1% | +5.3% | -15.5% |
| 1Y | -31.1% | -67.1% | +36.0% | -26.2% |
| 3Y | +33.3% | +88.9% | -55.6% | +22.9% |
| All | +127.1% | +11.2% | +115.8% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling