+4.5%
ES vs REPL
-40.1%
+44.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.1% |
| 7D | +5.9% | +15.1% | -9.2% | +5.9% |
| 30D | +10.2% | +51.1% | -40.9% | +10.1% |
| 3M | +0.4% | +69.2% | -68.8% | +0.2% |
| 6M | +6.9% | +597.6% | -590.7% | +5.0% |
| YTD | +10.5% | +106.0% | -95.5% | +9.2% |
| 1Y | +3.2% | +133.3% | -130.1% | +1.8% |
| 3Y | +49.0% | +41.0% | +8.1% | +42.1% |
| 5Y | +4.5% | -40.1% | +44.6% | -3.8% |
| All | +4.5% | -40.1% | +44.5% | -3.8% |
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