+294.6%
B vs REPL
+25.1%
+269.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.6% |
| 7D | +4.3% | +15.1% | -10.8% | +4.0% |
| 30D | -0.9% | +51.1% | -52.0% | -1.9% |
| 3M | -1.4% | +69.2% | -70.6% | -2.6% |
| 6M | +5.0% | +597.6% | -592.5% | -1.9% |
| YTD | -5.8% | +106.0% | -111.8% | -10.7% |
| 1Y | +25.6% | +133.3% | -107.7% | +18.7% |
| 3Y | +161.6% | +41.0% | +120.6% | +134.0% |
| 5Y | +135.2% | -40.1% | +175.4% | +115.4% |
| All | +294.6% | +25.1% | +269.5% | +217.0% |
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