-48.1%
DOCS vs REPL
+152.6%
-200.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -10.0% | -1.8% |
| 7D | -0.8% | +22.8% | -23.5% | -0.1% |
| 30D | +17.4% | +63.8% | -46.4% | +19.3% |
| 3M | +57.4% | +68.1% | -10.8% | +60.4% |
| 6M | +26.5% | +528.5% | -501.9% | +37.8% |
| YTD | -26.6% | +122.4% | -149.0% | -12.8% |
| 1Y | -48.1% | +154.4% | -202.4% | -45.8% |
| All | -48.1% | +152.6% | -200.6% | -45.8% |
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