-47.3%
DOCS vs REPL
+125.1%
-172.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.4% |
| 7D | +1.2% | +28.8% | -27.6% | +2.0% |
| 30D | +21.3% | +57.3% | -36.0% | +23.1% |
| 3M | +58.4% | +73.6% | -15.2% | +61.5% |
| 6M | +39.3% | +582.8% | -543.5% | +52.3% |
| YTD | -21.7% | +112.9% | -134.6% | -7.1% |
| 1Y | -47.3% | +130.7% | -178.0% | -42.0% |
| All | -47.3% | +125.1% | -172.5% | -42.0% |
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 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