+337.8%
B vs REPL
-6.0%
+343.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | +9.4% | +27.1% | -17.7% | +8.8% |
| 3M | +5.0% | +52.4% | -47.4% | +3.1% |
| 6M | -3.5% | +107.4% | -111.0% | -8.5% |
| YTD | +4.5% | +54.7% | -50.3% | -0.2% |
| 1Y | +67.8% | +158.9% | -91.1% | +56.4% |
| 3Y | +196.7% | -23.7% | +220.4% | +170.9% |
| 5Y | +151.9% | -54.3% | +206.3% | +132.1% |
| All | +337.8% | -6.0% | +343.8% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling