+42.6%
BBY vs REPL
-25.4%
+68.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +8.1% | -5.7% | +13.9% | +8.2% |
| 30D | +8.9% | +22.5% | -13.5% | +8.7% |
| 3M | +22.0% | +64.7% | -42.6% | +21.2% |
| 6M | +37.8% | +83.0% | -45.2% | +34.9% |
| YTD | +37.3% | +52.0% | -14.7% | +34.6% |
| 1Y | +21.6% | +144.5% | -123.0% | +17.4% |
| All | +42.6% | -25.4% | +68.0% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling