-23.1%
EXE vs REPL
+144.6%
-167.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +5.3% | +1.2% | +4.1% | +5.3% |
| 30D | -2.2% | +92.2% | -94.4% | -2.9% |
| 3M | -5.9% | +44.1% | -50.0% | -6.2% |
| 6M | -5.7% | +313.0% | -318.7% | -7.6% |
| YTD | -17.8% | +125.2% | -143.0% | -15.3% |
| 1Y | -23.1% | +143.8% | -166.9% | -22.0% |
| All | -23.1% | +144.6% | -167.7% | -22.0% |
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