-12.0%
A vs REPL
-54.3%
+42.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -1.9% | -3.0% | +1.0% | -1.9% |
| 30D | +6.9% | +27.1% | -20.2% | +6.4% |
| 3M | +9.2% | +52.4% | -43.1% | +7.7% |
| 6M | +25.7% | +107.4% | -81.8% | +21.1% |
| YTD | +11.5% | +54.7% | -43.2% | +8.3% |
| 1Y | +18.4% | +158.9% | -140.5% | +11.1% |
| 3Y | +26.6% | -23.7% | +50.3% | +18.7% |
| All | -12.0% | -54.3% | +42.3% | -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