+1.9%
ES vs REPL
-29.4%
+31.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.2% |
| 7D | +0.9% | +12.7% | -11.9% | +0.8% |
| 30D | +5.9% | +73.5% | -67.6% | +5.7% |
| 3M | -1.0% | +70.3% | -71.3% | -1.2% |
| 6M | +7.2% | +472.0% | -464.8% | +5.7% |
| YTD | +7.0% | +139.5% | -132.5% | +5.7% |
| 1Y | +0.5% | +167.3% | -166.8% | -0.9% |
| 3Y | +48.7% | +109.5% | -60.9% | +39.8% |
| 5Y | +1.9% | -29.9% | +31.9% | -4.5% |
| All | +1.9% | -29.4% | +31.4% | -4.5% |
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 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