+366.8%
COST vs REPL
-6.0%
+372.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -3.1% | -3.0% | -0.2% | -3.1% |
| 30D | -2.8% | +27.1% | -29.9% | -3.2% |
| 3M | -5.7% | +52.4% | -58.1% | -7.1% |
| 6M | -8.8% | +107.4% | -116.2% | -12.8% |
| YTD | +6.7% | +54.7% | -48.1% | +2.7% |
| 1Y | -3.6% | +158.9% | -162.5% | -10.0% |
| 3Y | +75.1% | -23.7% | +98.8% | +61.0% |
| 5Y | +108.9% | -54.3% | +163.2% | +93.8% |
| All | +366.8% | -6.0% | +372.8% | +266.1% |
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