+35.1%
DD vs REPL
+136.9%
-101.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.6% |
| 7D | -3.8% | -9.6% | +5.8% | -3.8% |
| 30D | -9.2% | +5.7% | -14.9% | -9.2% |
| 3M | -9.0% | +56.4% | -65.4% | -8.8% |
| 6M | -5.0% | +67.4% | -72.4% | -5.0% |
| YTD | +7.4% | +48.7% | -41.3% | +7.4% |
| 1Y | +35.1% | +148.3% | -113.2% | +33.5% |
| All | +35.1% | +136.9% | -101.8% | +33.5% |
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