+140.7%
ADP vs REPL
-6.0%
+146.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.0% |
| 7D | -3.4% | -3.0% | -0.5% | -3.4% |
| 30D | +2.8% | +27.1% | -24.3% | +2.0% |
| 3M | +20.9% | +52.4% | -31.4% | +18.0% |
| 6M | +29.9% | +107.4% | -77.6% | +21.9% |
| YTD | +9.6% | +54.7% | -45.1% | +4.0% |
| 1Y | -5.3% | +158.9% | -164.1% | -14.1% |
| 3Y | +16.5% | -23.7% | +40.2% | +2.5% |
| 5Y | +49.4% | -54.3% | +103.7% | +33.8% |
| All | +140.7% | -6.0% | +146.7% | +74.7% |
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