+147.2%
AR vs REPL
-54.3%
+201.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +2.5% | -3.0% | +5.5% | +2.6% |
| 30D | +14.8% | +27.1% | -12.3% | +14.1% |
| 3M | +6.2% | +52.4% | -46.2% | +4.1% |
| 6M | +4.3% | +107.4% | -103.2% | -0.7% |
| YTD | +14.4% | +54.7% | -40.4% | +9.7% |
| 1Y | +21.3% | +158.9% | -137.5% | +13.2% |
| 3Y | +39.8% | -23.7% | +63.5% | +26.8% |
| All | +147.2% | -54.3% | +201.5% | +143.2% |
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 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