+74.2%
AR vs REPL
-35.6%
+109.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -1.0% |
| 7D | -14.3% | +22.8% | -37.0% | -14.7% |
| 30D | +1.4% | +63.8% | -62.4% | +0.2% |
| 3M | +3.4% | +68.1% | -64.7% | +2.0% |
| 6M | -2.1% | +528.5% | -530.6% | -7.6% |
| YTD | +4.7% | +122.4% | -117.7% | -0.2% |
| 1Y | +10.6% | +154.4% | -143.8% | +5.1% |
| 3Y | +24.6% | +68.0% | -43.4% | +11.6% |
| All | +74.2% | -35.6% | +109.8% | +61.2% |
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