+107.5%
ALL vs REPL
+48.4%
+59.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.0% | -12.5% | -4.4% |
| 7D | -1.9% | +22.8% | -24.7% | -1.7% |
| 30D | +13.8% | +63.8% | -50.0% | +14.6% |
| 3M | -7.0% | +68.1% | -75.1% | -6.3% |
| 6M | +18.0% | +528.5% | -510.5% | +22.2% |
| YTD | +24.2% | +122.4% | -98.2% | +27.8% |
| 1Y | +31.2% | +154.4% | -123.2% | +35.2% |
| 3Y | +107.5% | +68.0% | +39.5% | +118.0% |
| All | +107.5% | +48.4% | +59.1% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling