-28.6%
BROS vs REPL
+136.7%
-165.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.5% |
| 7D | -0.9% | -5.7% | +4.8% | -0.8% |
| 30D | -13.5% | +22.5% | -35.9% | -13.7% |
| 3M | -18.4% | +64.7% | -83.1% | -19.6% |
| 6M | -10.6% | +83.0% | -93.6% | -14.2% |
| YTD | -25.1% | +52.0% | -77.0% | -27.9% |
| 1Y | -28.6% | +144.5% | -173.2% | -33.1% |
| All | -28.6% | +136.7% | -165.3% | -33.1% |
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 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