+138.0%
B vs REPL
-35.6%
+173.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | +0.4% |
| 7D | +9.6% | +22.8% | -13.2% | +9.2% |
| 30D | +3.5% | +63.8% | -60.3% | +2.6% |
| 3M | -1.6% | +68.1% | -69.7% | -2.6% |
| 6M | -1.7% | +528.5% | -530.2% | -6.7% |
| YTD | -5.3% | +122.4% | -127.8% | -9.4% |
| 1Y | +27.2% | +154.4% | -127.1% | +21.3% |
| 3Y | +166.1% | +68.0% | +98.1% | +139.3% |
| All | +138.0% | -35.6% | +173.6% | +115.8% |
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