+75.8%
ORCL vs SMR
-53.6%
+129.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +8.0% | -8.3% | +16.2% | +9.1% |
| 30D | -4.0% | -20.1% | +16.1% | -1.5% |
| 3M | -19.5% | -52.7% | +33.2% | -12.4% |
| 6M | -33.5% | -61.0% | +27.6% | -26.5% |
| YTD | -34.8% | -67.1% | +32.3% | -27.7% |
| 1Y | -41.6% | -79.9% | +38.3% | -32.6% |
| 3Y | +13.8% | +101.7% | -88.0% | +12.0% |
| All | +75.8% | -53.6% | +129.4% | +81.0% |
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