+157.6%
B vs REPL
-54.3%
+211.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.6% |
| 30D | +9.4% | +27.1% | -17.7% | +8.9% |
| 3M | +5.0% | +52.4% | -47.4% | +3.6% |
| 6M | -3.5% | +107.4% | -111.0% | -7.5% |
| YTD | +4.5% | +54.7% | -50.3% | +0.7% |
| 1Y | +67.8% | +158.9% | -91.1% | +58.7% |
| 3Y | +196.7% | -23.7% | +220.4% | +174.8% |
| All | +157.6% | -54.3% | +211.9% | +133.7% |
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