+30.6%
ORCL vs REPL
-35.6%
+66.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.6% |
| 7D | -11.2% | +22.8% | -33.9% | -11.7% |
| 30D | -18.8% | +63.8% | -82.6% | -20.1% |
| 3M | -18.8% | +68.1% | -86.9% | -20.1% |
| 6M | -39.7% | +528.5% | -568.2% | -43.5% |
| YTD | -39.6% | +122.4% | -162.1% | -42.8% |
| 1Y | -51.7% | +154.4% | -206.1% | -54.4% |
| 3Y | +10.2% | +68.0% | -57.8% | -2.4% |
| All | +30.6% | -35.6% | +66.2% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling