+121.7%
B vs REPL
-29.4%
+151.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -6.2% |
| 7D | +7.1% | +12.7% | -5.6% | +6.9% |
| 30D | -3.3% | +73.5% | -76.8% | -4.3% |
| 3M | -2.5% | +70.3% | -72.8% | -3.5% |
| 6M | -7.2% | +472.0% | -479.2% | -11.7% |
| YTD | -7.4% | +139.5% | -146.9% | -11.5% |
| 1Y | +16.4% | +167.3% | -150.8% | +11.0% |
| 3Y | +178.7% | +109.5% | +69.2% | +148.3% |
| 5Y | +121.7% | -29.9% | +151.6% | +99.8% |
| All | +121.7% | -29.4% | +151.1% | +99.8% |
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