-25.6%
COMP vs REPL
-40.1%
+14.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.2% | -4.9% | -8.0% |
| 7D | -1.8% | +15.1% | -16.9% | -2.6% |
| 30D | -0.8% | +51.1% | -51.8% | -3.2% |
| 3M | -28.1% | +69.2% | -97.4% | -30.5% |
| 6M | +27.0% | +597.6% | -570.6% | +5.6% |
| YTD | -12.8% | +106.0% | -118.7% | -24.2% |
| 1Y | +4.9% | +133.3% | -128.4% | -9.9% |
| 3Y | +321.0% | +41.0% | +280.0% | +176.0% |
| 5Y | -25.6% | -40.1% | +14.6% | -45.3% |
| All | -25.6% | -40.1% | +14.5% | -45.3% |
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