-5.1%
COST vs REPL
+126.3%
-131.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | -0.1% |
| 7D | -2.5% | -13.4% | +10.9% | -2.6% |
| 30D | -4.4% | -3.0% | -1.4% | -4.4% |
| 3M | -8.1% | +56.3% | -64.4% | -7.6% |
| 6M | -9.2% | +60.9% | -70.1% | -8.8% |
| YTD | +5.1% | +36.2% | -31.1% | +5.6% |
| 1Y | -5.1% | +121.0% | -126.1% | -4.9% |
| All | -5.1% | +126.3% | -131.4% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling