+16.4%
B vs REPL
+175.2%
-158.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -6.1% |
| 7D | +7.1% | +12.7% | -5.6% | +7.0% |
| 30D | -3.3% | +73.5% | -76.8% | -3.8% |
| 3M | -2.5% | +70.3% | -72.8% | -3.1% |
| 6M | -7.2% | +472.0% | -479.2% | -10.2% |
| YTD | -7.4% | +139.5% | -146.9% | -10.3% |
| 1Y | +16.4% | +167.3% | -150.8% | +11.6% |
| All | +16.4% | +175.2% | -158.7% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling