+44.2%
EOG vs REPL
+125.1%
-81.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -8.6% | +28.8% | -37.4% | -8.7% |
| 30D | +2.8% | +57.3% | -54.6% | +2.7% |
| 3M | +3.2% | +73.6% | -70.4% | +3.0% |
| 6M | +5.3% | +582.8% | -577.5% | +6.0% |
| YTD | +44.5% | +112.9% | -68.4% | +46.8% |
| 1Y | +44.2% | +130.7% | -86.5% | +45.5% |
| All | +44.2% | +125.1% | -81.0% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling