+106.1%
COST vs REPL
-52.9%
+159.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -3.2% | -5.7% | +2.6% | -3.1% |
| 30D | -4.0% | +22.5% | -26.4% | -4.1% |
| 3M | -6.5% | +64.7% | -71.1% | -7.0% |
| 6M | -8.5% | +83.0% | -91.6% | -10.1% |
| YTD | +6.0% | +52.0% | -45.9% | +4.4% |
| 1Y | -5.8% | +144.5% | -150.3% | -8.6% |
| 3Y | +71.8% | -25.1% | +96.9% | +69.0% |
| All | +106.1% | -52.9% | +159.0% | +96.6% |
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