-52.3%
DOCS vs REPL
-37.4%
-14.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +1.2% | +28.8% | -27.6% | +0.2% |
| 30D | +21.3% | +57.3% | -36.0% | +19.0% |
| 3M | +58.4% | +73.6% | -15.2% | +54.3% |
| 6M | +39.3% | +582.8% | -543.5% | +21.0% |
| YTD | -21.7% | +112.9% | -134.6% | -29.3% |
| 1Y | -47.3% | +130.7% | -178.0% | -52.8% |
| 3Y | +58.2% | +45.7% | +12.5% | +15.2% |
| 5Y | -52.3% | -37.9% | -14.4% | -58.9% |
| All | -52.3% | -37.4% | -14.9% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling