-20.2%
DOW vs REPL
+97.7%
-118.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | +13.2% | +92.2% | -79.0% | +13.5% |
| 3M | +10.1% | +44.1% | -34.0% | +10.3% |
| 6M | -13.1% | +313.0% | -326.1% | -12.3% |
| YTD | +46.1% | +125.2% | -79.1% | +48.4% |
| 1Y | +50.0% | +143.8% | -93.7% | +52.3% |
| 3Y | -20.2% | +104.2% | -124.4% | -22.7% |
| All | -20.2% | +97.7% | -118.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling