+15.2%
D vs REPL
-35.6%
+50.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.6% |
| 7D | +3.0% | +22.8% | -19.8% | +2.8% |
| 30D | +11.5% | +63.8% | -52.3% | +11.0% |
| 3M | +3.7% | +68.1% | -64.4% | +3.3% |
| 6M | +13.5% | +528.5% | -514.9% | +10.4% |
| YTD | +20.7% | +122.4% | -101.7% | +18.0% |
| 1Y | +18.2% | +154.4% | -136.1% | +15.4% |
| 3Y | +73.3% | +68.0% | +5.3% | +61.8% |
| All | +15.2% | -35.6% | +50.8% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling