+3.7%
F vs REPL
+125.1%
-121.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +6.0% | +28.8% | -22.8% | +5.7% |
| 30D | +4.3% | +57.3% | -53.1% | +3.7% |
| 3M | -10.1% | +73.6% | -83.6% | -10.7% |
| 6M | +12.8% | +582.8% | -570.1% | +7.8% |
| YTD | -0.1% | +112.9% | -112.9% | -8.1% |
| 1Y | +3.7% | +130.7% | -127.0% | -4.6% |
| All | +3.7% | +125.1% | -121.5% | -4.6% |
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