-44.8%
COMP vs REPL
-51.7%
+6.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | +41.1% | +52.4% | -11.3% | +33.9% |
| 6M | +17.2% | +107.4% | -90.3% | +0.9% |
| YTD | +5.2% | +54.7% | -49.5% | -7.3% |
| 1Y | +18.9% | +158.9% | -139.9% | -5.1% |
| 3Y | +215.9% | -23.7% | +239.6% | +139.3% |
| 5Y | -31.2% | -54.3% | +23.2% | -48.5% |
| All | -44.8% | -51.7% | +6.9% | -61.2% |
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