+57.3%
BP vs REPL
+35.1%
+22.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | -11.6% | +22.8% | -34.4% | -12.0% |
| 30D | 0.0% | +63.8% | -63.7% | -1.1% |
| 3M | +6.7% | +68.1% | -61.4% | +5.4% |
| 6M | +2.2% | +528.5% | -526.3% | -3.6% |
| YTD | +33.0% | +122.4% | -89.4% | +26.8% |
| 1Y | +30.7% | +154.4% | -123.6% | +24.1% |
| 3Y | +44.2% | +68.0% | -23.8% | +27.9% |
| 5Y | +105.1% | -35.4% | +140.5% | +90.3% |
| All | +57.3% | +35.1% | +22.2% | +23.1% |
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