+105.9%
C vs REPL
-35.6%
+141.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.3% |
| 7D | -2.4% | +22.8% | -25.2% | -2.9% |
| 30D | -6.0% | +63.8% | -69.8% | -7.1% |
| 3M | -10.5% | +68.1% | -78.7% | -11.7% |
| 6M | -5.7% | +528.5% | -534.2% | -11.5% |
| YTD | +4.1% | +122.4% | -118.3% | -1.0% |
| 1Y | +20.5% | +154.4% | -133.9% | +14.0% |
| 3Y | +208.1% | +68.0% | +140.1% | +166.4% |
| All | +105.9% | -35.6% | +141.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling