+206.6%
C vs REPL
+37.4%
+169.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -5.0% |
| 7D | -5.3% | +15.1% | -20.4% | -5.5% |
| 30D | -7.3% | +51.1% | -58.4% | -7.9% |
| 3M | -13.5% | +69.2% | -82.7% | -14.2% |
| 6M | -6.5% | +597.6% | -604.0% | -10.2% |
| YTD | +3.6% | +106.0% | -102.4% | +0.8% |
| 1Y | +18.9% | +133.3% | -114.4% | +15.3% |
| All | +206.6% | +37.4% | +169.2% | +179.4% |
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