+157.4%
ALL vs REPL
-34.5%
+191.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 3M | +0.4% | +59.6% | -59.2% | +0.9% |
| 6M | +23.8% | +482.4% | -458.6% | +26.7% |
| YTD | +27.8% | +124.1% | -96.3% | +30.4% |
| 1Y | +28.9% | +138.6% | -109.7% | +31.6% |
| 3Y | +113.9% | +96.0% | +17.8% | +118.4% |
| 5Y | +157.4% | -35.4% | +192.8% | +162.9% |
| All | +157.4% | -34.5% | +191.9% | +162.9% |
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