+60.6%
ES vs REPL
-6.0%
+66.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +0.3% | -3.0% | +3.3% | +0.3% |
| 30D | -2.0% | +27.1% | -29.1% | -2.3% |
| 3M | +1.7% | +52.4% | -50.7% | +0.6% |
| 6M | -3.5% | +107.4% | -111.0% | -7.0% |
| YTD | +7.9% | +54.7% | -46.8% | +4.6% |
| 1Y | +17.2% | +158.9% | -141.7% | +10.7% |
| 3Y | +29.3% | -23.7% | +53.0% | +20.1% |
| 5Y | -5.7% | -54.3% | +48.6% | -11.6% |
| All | +60.6% | -6.0% | +66.6% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling