+31.6%
DD vs REPL
-6.0%
+37.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -3.4% |
| 30D | -10.3% | +27.1% | -37.4% | -11.3% |
| 3M | -7.5% | +52.4% | -59.9% | -10.7% |
| 6M | -8.0% | +107.4% | -115.5% | -16.1% |
| YTD | +10.5% | +54.7% | -44.3% | +2.1% |
| 1Y | +38.3% | +158.9% | -120.6% | +20.5% |
| 3Y | +42.5% | -23.7% | +66.2% | +19.5% |
| 5Y | +60.2% | -54.3% | +114.5% | +37.9% |
| All | +31.6% | -6.0% | +37.6% | -9.2% |
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