+124.0%
COST vs REPL
-34.5%
+158.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.5% | +2.1% |
| 7D | +3.9% | +5.3% | -1.3% | +3.9% |
| 30D | +13.5% | +66.6% | -53.1% | +13.1% |
| 3M | +15.3% | +59.6% | -44.2% | +15.0% |
| 6M | +9.2% | +482.4% | -473.2% | +6.8% |
| YTD | +26.9% | +124.1% | -97.2% | +24.6% |
| 1Y | +19.7% | +138.6% | -118.8% | +17.5% |
| 3Y | +96.0% | +96.0% | 0.0% | +81.4% |
| 5Y | +124.0% | -35.4% | +159.4% | +111.6% |
| All | +124.0% | -34.5% | +158.6% | +111.6% |
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