+110.4%
BP vs REPL
-35.0%
+145.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.6% | +1.2% | +1.4% | +2.6% |
| 30D | -6.4% | +92.2% | -98.6% | -6.6% |
| 3M | +8.0% | +44.1% | -36.1% | +7.9% |
| 6M | +6.0% | +313.0% | -307.0% | +5.2% |
| YTD | +36.5% | +125.2% | -88.7% | +35.5% |
| 1Y | +31.7% | +143.8% | -112.1% | +30.7% |
| 3Y | +48.6% | +104.2% | -55.6% | +45.3% |
| All | +110.4% | -35.0% | +145.3% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling