+43.7%
BAX vs REPL
+152.6%
-108.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | +0.8% |
| 7D | +12.1% | +22.8% | -10.6% | +12.7% |
| 30D | +7.6% | +63.8% | -56.2% | +9.2% |
| 3M | -4.5% | +68.1% | -72.6% | -2.9% |
| 6M | +52.0% | +528.5% | -476.5% | +63.4% |
| YTD | +35.1% | +122.4% | -87.3% | +41.7% |
| 1Y | +43.7% | +154.4% | -110.6% | +48.4% |
| All | +43.7% | +152.6% | -108.9% | +48.4% |
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