+157.9%
EQX vs REPL
-33.1%
+191.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.4% | +3.3% | -4.9% |
| 7D | -7.0% | -13.4% | +6.4% | -6.8% |
| 30D | +4.8% | -3.0% | +7.8% | +4.8% |
| 3M | +25.6% | +56.3% | -30.7% | +24.2% |
| 6M | -25.8% | +60.9% | -86.7% | -28.3% |
| YTD | -12.7% | +36.2% | -49.0% | -15.6% |
| 1Y | +14.1% | +121.0% | -107.0% | +9.6% |
| All | +157.9% | -33.1% | +191.0% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling