+34.5%
ORCL vs REPL
-29.4%
+64.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.6% |
| 7D | -6.5% | +12.7% | -19.2% | -6.8% |
| 30D | -16.6% | +73.5% | -90.0% | -18.0% |
| 3M | -21.6% | +70.3% | -91.9% | -23.0% |
| 6M | -39.4% | +472.0% | -511.3% | -43.1% |
| YTD | -38.7% | +139.5% | -178.2% | -42.0% |
| 1Y | -50.4% | +167.3% | -217.6% | -53.2% |
| 3Y | +8.1% | +109.5% | -101.4% | -5.7% |
| 5Y | +34.5% | -29.9% | +64.5% | +19.2% |
| All | +34.5% | -29.4% | +64.0% | +19.2% |
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