+95.9%
BAC vs REPL
+98.6%
-2.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +1.5% | +9.8% | -8.3% | +1.4% |
| 30D | -6.4% | +81.5% | -87.9% | -6.9% |
| 3M | -21.7% | +44.2% | -65.9% | -21.9% |
| 6M | +0.5% | +437.4% | -436.9% | -1.5% |
| YTD | -6.7% | +126.1% | -132.8% | -8.1% |
| 1Y | -4.7% | +143.1% | -147.8% | -6.2% |
| All | +95.9% | +98.6% | -2.6% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling