+114.6%
ALL vs REPL
+96.7%
+17.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.3% |
| 7D | -2.6% | +5.3% | -7.8% | -2.5% |
| 30D | +12.7% | +66.6% | -53.9% | +13.5% |
| 3M | +0.4% | +59.6% | -59.2% | +1.1% |
| 6M | +23.8% | +482.4% | -458.6% | +28.0% |
| YTD | +27.8% | +124.1% | -96.3% | +31.5% |
| 1Y | +28.9% | +138.6% | -109.7% | +32.8% |
| All | +114.6% | +96.7% | +17.9% | +125.8% |
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