-60.6%
BAX vs REPL
-6.0%
-54.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.0% |
| 7D | -1.1% | -3.0% | +1.8% | -1.1% |
| 30D | -5.5% | +27.1% | -32.6% | -5.9% |
| 3M | +33.5% | +52.4% | -18.8% | +31.6% |
| 6M | +35.9% | +107.4% | -71.6% | +29.4% |
| YTD | +35.4% | +54.7% | -19.4% | +30.1% |
| 1Y | +9.8% | +158.9% | -149.1% | +1.5% |
| 3Y | -32.7% | -23.7% | -9.0% | -39.5% |
| 5Y | -65.6% | -54.3% | -11.2% | -68.6% |
| All | -60.6% | -6.0% | -54.6% | -69.3% |
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