+42.7%
ORCL vs REPL
-35.0%
+77.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +8.0% | +1.2% | +6.7% | +7.9% |
| 30D | -4.0% | +92.2% | -96.2% | -5.9% |
| 3M | -19.5% | +44.1% | -63.6% | -20.5% |
| 6M | -33.5% | +313.0% | -346.5% | -37.2% |
| YTD | -34.8% | +125.2% | -160.0% | -38.3% |
| 1Y | -41.6% | +143.8% | -185.4% | -44.8% |
| 3Y | +13.8% | +104.2% | -90.4% | -1.0% |
| All | +42.7% | -35.0% | +77.6% | +22.9% |
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