+418.8%
BE vs REPL
+136.7%
+282.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +9.6% |
| 7D | +29.8% | -5.7% | +35.5% | +29.7% |
| 30D | +26.4% | +22.5% | +3.9% | +26.8% |
| 3M | +9.3% | +64.7% | -55.3% | +10.9% |
| 6M | +105.1% | +83.0% | +22.0% | +113.6% |
| YTD | +219.0% | +52.0% | +167.1% | +231.0% |
| 1Y | +418.8% | +144.5% | +274.2% | +468.5% |
| All | +418.8% | +136.7% | +282.1% | +468.5% |
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 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