-51.1%
DOCS vs REPL
-40.1%
-11.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.2% |
| 7D | -1.3% | +15.1% | -16.5% | -1.9% |
| 30D | +19.4% | +51.1% | -31.7% | +17.4% |
| 3M | +53.4% | +69.2% | -15.8% | +49.6% |
| 6M | +28.8% | +597.6% | -568.8% | +11.7% |
| YTD | -25.1% | +106.0% | -131.0% | -32.2% |
| 1Y | -48.1% | +133.3% | -181.5% | -53.6% |
| 3Y | +51.4% | +41.0% | +10.4% | +10.4% |
| 5Y | -51.1% | -40.1% | -10.9% | -56.7% |
| All | -51.1% | -40.1% | -11.0% | -56.7% |
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