+229.4%
ALL vs REPL
+35.1%
+194.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.0% | -12.5% | -4.5% |
| 7D | -1.9% | +22.8% | -24.7% | -2.2% |
| 30D | +13.8% | +63.8% | -50.0% | +13.2% |
| 3M | -7.0% | +68.1% | -75.1% | -7.6% |
| 6M | +18.0% | +528.5% | -510.5% | +14.2% |
| YTD | +24.2% | +122.4% | -98.2% | +21.0% |
| 1Y | +31.2% | +154.4% | -123.2% | +27.4% |
| 3Y | +107.5% | +68.0% | +39.5% | +89.6% |
| 5Y | +144.8% | -35.4% | +180.2% | +134.4% |
| All | +229.4% | +35.1% | +194.2% | +161.2% |
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