+268.1%
ORCL vs REPL
-6.0%
+274.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.1% |
| 7D | +5.3% | -3.0% | +8.2% | +5.4% |
| 30D | +10.0% | +27.1% | -17.2% | +8.9% |
| 3M | -32.6% | +52.4% | -85.0% | -34.7% |
| 6M | +4.9% | +107.4% | -102.5% | -2.8% |
| YTD | -17.8% | +54.7% | -72.5% | -22.9% |
| 1Y | -28.0% | +158.9% | -186.9% | -35.3% |
| 3Y | +36.0% | -23.7% | +59.7% | +18.9% |
| 5Y | +88.7% | -54.3% | +143.1% | +67.2% |
| All | +268.1% | -6.0% | +274.1% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling