+112.2%
C vs REPL
-29.4%
+141.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.3% | +0.1% |
| 7D | -0.4% | +12.7% | -13.1% | -0.6% |
| 30D | -5.2% | +73.5% | -78.6% | -6.4% |
| 3M | -9.1% | +70.3% | -79.4% | -10.3% |
| 6M | -1.6% | +472.0% | -473.6% | -7.3% |
| YTD | +6.9% | +139.5% | -132.6% | +1.5% |
| 1Y | +23.0% | +167.3% | -144.3% | +16.2% |
| 3Y | +216.1% | +109.5% | +106.6% | +169.2% |
| 5Y | +112.2% | -29.9% | +142.2% | +96.5% |
| All | +112.2% | -29.4% | +141.7% | +96.5% |
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 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