+17.1%
D vs REPL
+175.2%
-158.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.2% |
| 7D | +2.4% | +12.7% | -10.4% | +2.4% |
| 30D | +10.9% | +73.5% | -62.6% | +11.2% |
| 3M | +2.8% | +70.3% | -67.5% | +3.1% |
| 6M | +12.7% | +472.0% | -459.3% | +12.8% |
| YTD | +20.3% | +139.5% | -119.2% | +19.6% |
| 1Y | +17.1% | +167.3% | -150.2% | +15.0% |
| All | +17.1% | +175.2% | -158.1% | +15.0% |
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