+71.8%
COST vs REPL
-24.7%
+96.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -3.2% | -5.7% | +2.6% | -3.2% |
| 30D | -4.0% | +22.5% | -26.4% | -3.9% |
| 3M | -6.5% | +64.7% | -71.1% | -6.1% |
| 6M | -8.5% | +83.0% | -91.6% | -8.1% |
| YTD | +6.0% | +52.0% | -45.9% | +6.5% |
| 1Y | -5.8% | +144.5% | -150.3% | -5.4% |
| 3Y | +71.8% | -25.1% | +96.9% | +69.5% |
| All | +71.8% | -24.7% | +96.5% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling