-41.5%
BROS vs REPL
+142.3%
-183.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.7% |
| 7D | -2.5% | +9.8% | -12.3% | -2.6% |
| 30D | -11.2% | +81.5% | -92.7% | -12.0% |
| 3M | -33.9% | +44.2% | -78.2% | -34.3% |
| 6M | -33.5% | +437.4% | -470.9% | -36.0% |
| YTD | -44.9% | +126.1% | -171.1% | -48.1% |
| 1Y | -41.5% | +143.1% | -184.6% | -45.3% |
| All | -41.5% | +142.3% | -183.8% | -45.3% |
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 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