-60.6%
BAX vs REPL
+35.1%
-95.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | +0.4% |
| 7D | +12.1% | +22.8% | -10.6% | +11.7% |
| 30D | +7.6% | +63.8% | -56.2% | +6.6% |
| 3M | -4.5% | +68.1% | -72.6% | -5.5% |
| 6M | +52.0% | +528.5% | -476.5% | +43.1% |
| YTD | +35.1% | +122.4% | -87.3% | +29.0% |
| 1Y | +43.7% | +154.4% | -110.6% | +36.4% |
| 3Y | -20.9% | +68.0% | -88.9% | -31.3% |
| 5Y | -63.5% | -35.4% | -28.2% | -66.9% |
| All | -60.6% | +35.1% | -95.7% | -69.5% |
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