+175.9%
B vs REPL
+96.7%
+79.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.9% | -1.5% |
| 7D | -2.7% | +5.3% | -7.9% | -2.7% |
| 30D | -4.3% | +66.6% | -71.0% | -5.0% |
| 3M | -2.3% | +59.6% | -61.9% | -3.0% |
| 6M | -16.2% | +482.4% | -498.6% | -19.3% |
| YTD | -8.8% | +124.1% | -132.9% | -11.9% |
| 1Y | +11.4% | +138.6% | -127.2% | +7.5% |
| All | +175.9% | +96.7% | +79.2% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling