+183.2%
EMR vs REPL
+35.1%
+148.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.4% |
| 7D | -1.6% | +22.8% | -24.3% | -2.2% |
| 30D | +2.0% | +63.8% | -61.8% | +0.2% |
| 3M | +3.8% | +68.1% | -64.3% | +1.8% |
| 6M | +10.5% | +528.5% | -518.0% | +0.4% |
| YTD | +23.7% | +122.4% | -98.7% | +14.2% |
| 1Y | +25.4% | +154.4% | -128.9% | +15.0% |
| 3Y | +86.6% | +68.0% | +18.6% | +53.7% |
| 5Y | +83.0% | -35.4% | +118.4% | +60.2% |
| All | +183.2% | +35.1% | +148.0% | +104.0% |
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