+200.6%
BN vs REPL
+35.1%
+165.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.2% |
| 7D | +5.3% | +22.8% | -17.4% | +4.5% |
| 30D | +11.9% | +63.8% | -51.9% | +9.6% |
| 3M | -5.7% | +68.1% | -73.9% | -7.9% |
| 6M | -10.6% | +528.5% | -539.1% | -20.5% |
| YTD | -9.4% | +122.4% | -131.8% | -17.7% |
| 1Y | -8.8% | +154.4% | -163.1% | -17.9% |
| 3Y | +95.6% | +68.0% | +27.6% | +52.7% |
| 5Y | +30.2% | -35.4% | +65.5% | +9.1% |
| All | +200.6% | +35.1% | +165.5% | +106.1% |
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