-0.8%
F vs REPL
+152.6%
-153.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.8% |
| 7D | +1.6% | +22.8% | -21.2% | +1.3% |
| 30D | +2.6% | +63.8% | -61.1% | +2.0% |
| 3M | -8.8% | +68.1% | -76.9% | -9.5% |
| 6M | +4.6% | +528.5% | -523.9% | -0.3% |
| YTD | -1.9% | +122.4% | -124.3% | -9.4% |
| 1Y | -0.8% | +154.4% | -155.1% | -10.2% |
| All | -0.8% | +152.6% | -153.3% | -10.2% |
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 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