+91.4%
ORCL vs REPL
-54.3%
+145.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.1% |
| 7D | +5.3% | -3.0% | +8.2% | +5.3% |
| 30D | +10.0% | +27.1% | -17.2% | +9.2% |
| 3M | -32.6% | +52.4% | -85.0% | -34.1% |
| 6M | +4.9% | +107.4% | -102.5% | 0.0% |
| YTD | -17.8% | +54.7% | -72.5% | -21.1% |
| 1Y | -28.0% | +158.9% | -186.9% | -32.5% |
| 3Y | +36.0% | -23.7% | +59.7% | +27.4% |
| All | +91.4% | -54.3% | +145.7% | +72.9% |
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