+49.1%
BAX vs REPL
+163.1%
-114.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.5% |
| 7D | +9.0% | +14.2% | -5.2% | +9.4% |
| 30D | +8.5% | +65.9% | -57.4% | +10.1% |
| 3M | -4.1% | +84.6% | -88.7% | -2.3% |
| 6M | +46.9% | +446.9% | -400.0% | +57.6% |
| YTD | +38.4% | +129.0% | -90.6% | +45.9% |
| All | +49.1% | +163.1% | -114.0% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling