+29.8%
ORCL vs REPL
-40.1%
+69.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -6.8% |
| 7D | -17.5% | +15.1% | -32.6% | -17.9% |
| 30D | -20.2% | +51.1% | -71.3% | -21.2% |
| 3M | -19.9% | +69.2% | -89.2% | -21.3% |
| 6M | -37.4% | +597.6% | -635.0% | -41.4% |
| YTD | -40.1% | +106.0% | -146.1% | -43.1% |
| 1Y | -53.4% | +133.3% | -186.7% | -55.9% |
| 3Y | +10.4% | +41.0% | -30.6% | -1.0% |
| 5Y | +29.8% | -40.1% | +69.9% | +14.9% |
| All | +29.8% | -40.1% | +69.8% | +14.9% |
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