+32.7%
D vs REPL
-6.0%
+38.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -3.6% | +27.1% | -30.7% | -4.1% |
| 3M | -1.0% | +52.4% | -53.4% | -2.6% |
| 6M | +6.3% | +107.4% | -101.2% | +1.4% |
| YTD | +14.7% | +54.7% | -40.0% | +10.2% |
| 1Y | +16.9% | +158.9% | -141.9% | +9.0% |
| 3Y | +56.8% | -23.7% | +80.5% | +43.6% |
| 5Y | +5.2% | -54.3% | +59.5% | -2.5% |
| All | +32.7% | -6.0% | +38.7% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling