-29.9%
COMP vs REPL
-54.3%
+24.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +1.4% | -3.0% | +4.3% | +1.5% |
| 30D | -13.3% | +27.1% | -40.5% | -14.6% |
| 3M | +41.1% | +52.4% | -11.3% | +34.1% |
| 6M | +17.2% | +107.4% | -90.3% | +1.2% |
| YTD | +5.2% | +54.7% | -49.5% | -7.1% |
| 1Y | +18.9% | +158.9% | -139.9% | -4.7% |
| 3Y | +215.9% | -23.7% | +239.6% | +144.1% |
| All | -29.9% | -54.3% | +24.4% | -45.8% |
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