-50.3%
DOCS vs REPL
-58.7%
+8.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.7% |
| 7D | -1.4% | -3.0% | +1.5% | -1.3% |
| 30D | +21.8% | +27.1% | -5.3% | +20.3% |
| 3M | +27.3% | +52.4% | -25.1% | +22.2% |
| 6M | -0.3% | +107.4% | -107.8% | -10.9% |
| YTD | -40.5% | +54.7% | -95.2% | -45.7% |
| 1Y | -61.5% | +158.9% | -220.4% | -68.0% |
| 3Y | +8.2% | -23.7% | +31.9% | -11.2% |
| 5Y | -73.4% | -54.3% | -19.1% | -77.1% |
| All | -50.3% | -58.7% | +8.4% | -55.8% |
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 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