+49.1%
ADP vs REPL
-35.3%
+84.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +0.3% | +9.8% | -9.5% | +0.2% |
| 30D | +11.6% | +81.5% | -69.9% | +10.9% |
| 3M | +15.1% | +44.2% | -29.2% | +14.6% |
| 6M | +46.0% | +437.4% | -391.4% | +41.8% |
| YTD | +22.4% | +126.1% | -103.7% | +19.8% |
| 1Y | +24.5% | +143.1% | -118.7% | +21.6% |
| 3Y | +44.8% | +97.8% | -53.0% | +29.6% |
| 5Y | +49.1% | -34.3% | +83.3% | +46.3% |
| All | +49.1% | -35.3% | +84.3% | +46.3% |
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