+94.1%
EXC vs REPL
-6.0%
+100.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.3% |
| 30D | -3.7% | +27.1% | -30.9% | -4.3% |
| 3M | -1.3% | +52.4% | -53.7% | -3.3% |
| 6M | -9.7% | +107.4% | -117.2% | -14.3% |
| YTD | +2.9% | +54.7% | -51.8% | -1.6% |
| 1Y | +4.4% | +158.9% | -154.5% | -3.5% |
| 3Y | +22.2% | -23.7% | +45.9% | +10.6% |
| 5Y | +46.7% | -54.3% | +101.1% | +34.9% |
| All | +94.1% | -6.0% | +100.1% | +50.2% |
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