+219.8%
C vs REPL
+91.4%
+128.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.4% |
| 7D | -0.9% | +14.2% | -15.1% | -1.1% |
| 30D | -5.4% | +65.9% | -71.3% | -6.1% |
| 3M | -9.2% | +84.6% | -93.7% | -10.0% |
| 6M | -1.8% | +446.9% | -448.7% | -5.2% |
| YTD | +6.7% | +129.0% | -122.3% | +3.6% |
| 1Y | +23.5% | +167.9% | -144.4% | +19.5% |
| 3Y | +219.8% | +93.9% | +125.9% | +190.5% |
| All | +219.8% | +91.4% | +128.4% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling