+5.3%
ES vs REPL
-35.0%
+40.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +7.6% | +92.2% | -84.6% | +7.4% |
| 3M | +0.5% | +44.1% | -43.6% | +0.4% |
| 6M | +7.6% | +313.0% | -305.4% | +6.6% |
| YTD | +10.2% | +125.2% | -115.0% | +8.9% |
| 1Y | +1.8% | +143.8% | -141.9% | +0.5% |
| 3Y | +55.4% | +104.2% | -48.8% | +45.8% |
| All | +5.3% | -35.0% | +40.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling