+195.8%
ORCL vs REPL
+37.4%
+158.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +10.4% | +9.8% | +0.6% | +9.9% |
| 30D | -11.2% | +81.5% | -92.7% | -13.4% |
| 3M | -16.8% | +44.2% | -61.0% | -18.2% |
| 6M | -31.5% | +437.4% | -468.9% | -37.5% |
| YTD | -33.9% | +126.1% | -160.0% | -39.1% |
| 1Y | -43.3% | +143.1% | -186.4% | -47.9% |
| 3Y | +16.5% | +97.8% | -81.4% | -4.4% |
| 5Y | +45.4% | -34.3% | +79.7% | +26.9% |
| All | +195.8% | +37.4% | +158.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling