+16.0%
D vs REPL
+147.5%
-131.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | -0.5% |
| 7D | -2.4% | +5.3% | -7.7% | -2.4% |
| 30D | +9.0% | +66.6% | -57.7% | +9.2% |
| 3M | +1.0% | +59.6% | -58.6% | +1.2% |
| 6M | +11.0% | +482.4% | -471.4% | +11.0% |
| YTD | +19.8% | +124.1% | -104.3% | +18.7% |
| 1Y | +16.0% | +138.6% | -122.6% | +14.1% |
| All | +16.0% | +147.5% | -131.5% | +14.1% |
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 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