-18.9%
EXE vs REPL
+125.1%
-144.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -4.7% | +28.8% | -33.5% | -4.9% |
| 30D | +1.0% | +57.3% | -56.3% | +0.5% |
| 3M | -5.6% | +73.6% | -79.2% | -6.3% |
| 6M | -12.3% | +582.8% | -595.1% | -15.2% |
| YTD | -19.5% | +112.9% | -132.4% | -16.2% |
| 1Y | -18.9% | +130.7% | -149.5% | -17.3% |
| All | -18.9% | +125.1% | -144.0% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling