-10.8%
DOW vs REPL
+16.2%
-27.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.0% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | +0.4% | +27.1% | -26.8% | -0.4% |
| 3M | -14.4% | +52.4% | -66.8% | -16.6% |
| 6M | -7.0% | +107.4% | -114.4% | -12.9% |
| YTD | +30.2% | +54.7% | -24.5% | +23.3% |
| 1Y | +29.2% | +158.9% | -129.7% | +16.2% |
| 3Y | -36.7% | -23.7% | -13.0% | -44.9% |
| 5Y | -37.7% | -54.3% | +16.6% | -44.2% |
| All | -10.8% | +16.2% | -27.0% | -42.3% |
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