+103.9%
BAC vs REPL
+37.4%
+66.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +1.5% | +9.8% | -8.3% | +1.1% |
| 30D | -6.4% | +81.5% | -87.9% | -8.6% |
| 3M | -21.7% | +44.2% | -65.9% | -22.9% |
| 6M | +0.5% | +437.4% | -436.9% | -9.0% |
| YTD | -6.7% | +126.1% | -132.8% | -14.7% |
| 1Y | -4.7% | +143.1% | -147.8% | -13.2% |
| 3Y | +96.1% | +97.8% | -1.8% | +54.3% |
| 5Y | +21.7% | -34.3% | +56.0% | +4.5% |
| All | +103.9% | +37.4% | +66.6% | +33.1% |
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