+64.7%
BLK vs REPL
-27.0%
+91.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -2.1% |
| 7D | -2.7% | -9.6% | +6.9% | -2.7% |
| 30D | -4.8% | +5.7% | -10.5% | -4.8% |
| 3M | +6.5% | +56.4% | -49.9% | +6.4% |
| 6M | +13.1% | +67.4% | -54.3% | +12.4% |
| YTD | +1.8% | +48.7% | -46.9% | +1.2% |
| 1Y | -1.0% | +148.3% | -149.3% | -2.5% |
| All | +64.7% | -27.0% | +91.7% | +56.3% |
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 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