+3.6%
ES vs REPL
-35.6%
+39.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.0% | -10.9% | -2.9% |
| 7D | +1.9% | +22.8% | -20.9% | +1.8% |
| 30D | +7.1% | +63.8% | -56.7% | +6.9% |
| 3M | -1.9% | +68.1% | -70.1% | -2.1% |
| 6M | +4.4% | +528.5% | -524.1% | +2.7% |
| YTD | +7.3% | +122.4% | -115.1% | +6.0% |
| 1Y | +2.1% | +154.4% | -152.2% | +0.7% |
| 3Y | +41.8% | +68.0% | -26.1% | +34.5% |
| All | +3.6% | -35.6% | +39.3% | -2.7% |
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