+840.4%
ASX vs REPL
+25.1%
+815.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.2% | -17.5% | -20.6% |
| 7D | -33.3% | +15.1% | -48.4% | -33.6% |
| 30D | -36.5% | +51.1% | -87.6% | -37.5% |
| 3M | -19.2% | +69.2% | -88.4% | -21.0% |
| 6M | -10.2% | +597.6% | -607.8% | -19.4% |
| YTD | +86.5% | +106.0% | -19.5% | +72.3% |
| 1Y | +89.6% | +133.3% | -43.7% | +73.7% |
| 3Y | +298.6% | +41.0% | +257.6% | +222.7% |
| 5Y | +414.3% | -40.1% | +454.4% | +340.6% |
| All | +840.4% | +25.1% | +815.3% | +577.4% |
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