+161.8%
C vs REPL
-6.0%
+167.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +3.6% | -3.0% | +6.6% | +3.8% |
| 30D | +0.1% | +27.1% | -27.1% | -1.1% |
| 3M | +2.4% | +52.4% | -50.0% | -1.7% |
| 6M | +24.9% | +107.4% | -82.5% | +12.2% |
| YTD | +19.8% | +54.7% | -34.9% | +9.3% |
| 1Y | +44.9% | +158.9% | -114.0% | +23.5% |
| 3Y | +263.0% | -23.7% | +286.7% | +196.4% |
| 5Y | +129.5% | -54.3% | +183.9% | +92.7% |
| All | +161.8% | -6.0% | +167.8% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling