+75.0%
D vs REPL
+97.7%
-22.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | +1.2% | -2.6% | -1.4% |
| 30D | +7.7% | +92.2% | -84.4% | +7.6% |
| 3M | -0.3% | +44.1% | -44.4% | -0.4% |
| 6M | +10.1% | +313.0% | -303.0% | +9.3% |
| YTD | +19.1% | +125.2% | -106.1% | +18.0% |
| 1Y | +15.9% | +143.8% | -127.9% | +14.8% |
| 3Y | +75.0% | +104.2% | -29.2% | +68.7% |
| All | +75.0% | +97.7% | -22.7% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling