+360.5%
BE vs REPL
+161.1%
+199.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.3% |
| 7D | +20.0% | -3.0% | +22.9% | +19.9% |
| 30D | +7.9% | +27.1% | -19.2% | +8.3% |
| 3M | -13.2% | +52.4% | -65.6% | -12.4% |
| 6M | +53.5% | +107.4% | -54.0% | +60.8% |
| YTD | +191.0% | +54.7% | +136.3% | +201.4% |
| 1Y | +360.5% | +158.9% | +201.7% | +403.6% |
| All | +360.5% | +161.1% | +199.4% | +403.6% |
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 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