+18.5%
D vs REPL
+141.0%
-122.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +1.5% | -3.0% | +4.4% | +1.5% |
| 30D | -2.6% | +27.1% | -29.7% | -2.6% |
| 3M | 0.0% | +52.4% | -52.4% | 0.0% |
| 6M | +7.4% | +107.4% | -100.1% | +6.0% |
| YTD | +15.9% | +54.7% | -38.9% | +14.8% |
| All | +18.5% | +141.0% | -122.6% | +15.8% |
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