+14.3%
A vs REPL
-35.0%
+49.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | 0.0% | +92.2% | -92.2% | -1.1% |
| 3M | +16.7% | +44.1% | -27.4% | +15.9% |
| 6M | +54.8% | +313.0% | -258.2% | +49.0% |
| YTD | +28.8% | +125.2% | -96.4% | +24.3% |
| 1Y | +19.3% | +143.8% | -124.4% | +14.8% |
| 3Y | +65.5% | +104.2% | -38.7% | +39.6% |
| All | +14.3% | -35.0% | +49.3% | +9.3% |
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