+40.3%
D vs REPL
+25.1%
+15.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | +6.9% | +15.1% | -8.2% | +6.7% |
| 30D | +12.3% | +51.1% | -38.8% | +11.4% |
| 3M | +3.0% | +69.2% | -66.2% | +1.9% |
| 6M | +12.8% | +597.6% | -584.8% | +6.0% |
| YTD | +22.6% | +106.0% | -83.4% | +17.0% |
| 1Y | +21.7% | +133.3% | -111.7% | +15.7% |
| 3Y | +83.9% | +41.0% | +42.9% | +64.2% |
| 5Y | +14.0% | -40.1% | +54.1% | +5.1% |
| All | +40.3% | +25.1% | +15.2% | +12.4% |
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