-29.5%
DOW vs REPL
-35.6%
+6.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.8% |
| 7D | -9.5% | +22.8% | -32.3% | -9.6% |
| 30D | +13.1% | +63.8% | -50.7% | +12.9% |
| 3M | +4.8% | +68.1% | -63.3% | +4.6% |
| 6M | -16.7% | +528.5% | -545.1% | -17.4% |
| YTD | +38.9% | +122.4% | -83.6% | +38.7% |
| 1Y | +48.3% | +154.4% | -106.1% | +47.7% |
| 3Y | -24.4% | +68.0% | -92.3% | -28.4% |
| All | -29.5% | -35.6% | +6.1% | -31.5% |
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