-13.4%
EL vs REPL
+35.1%
-48.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | +1.9% |
| 7D | +0.8% | +22.8% | -22.0% | -0.1% |
| 30D | +16.5% | +63.8% | -47.3% | +14.1% |
| 3M | +29.2% | +68.1% | -38.9% | +26.1% |
| 6M | +27.9% | +528.5% | -500.6% | +12.9% |
| YTD | +6.2% | +122.4% | -116.2% | -4.2% |
| 1Y | +27.2% | +154.4% | -127.2% | +13.7% |
| 3Y | +3.2% | +68.0% | -64.8% | -20.3% |
| 5Y | -66.0% | -35.4% | -30.6% | -71.9% |
| All | -13.4% | +35.1% | -48.5% | -43.2% |
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