+77.9%
DD vs REPL
+48.4%
+29.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | +1.1% |
| 7D | +4.6% | +22.8% | -18.2% | +4.5% |
| 30D | +11.8% | +63.8% | -52.0% | +11.5% |
| 3M | +2.2% | +68.1% | -66.0% | +1.9% |
| 6M | -1.6% | +528.5% | -530.1% | -3.0% |
| YTD | +23.0% | +122.4% | -99.4% | +21.7% |
| 1Y | +26.9% | +154.4% | -127.4% | +25.4% |
| 3Y | +77.9% | +68.0% | +9.9% | +69.4% |
| All | +77.9% | +48.4% | +29.5% | +69.4% |
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 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