+53.5%
F vs REPL
+91.4%
-37.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.6% |
| 7D | -0.6% | +14.2% | -14.8% | -0.8% |
| 30D | +2.9% | +65.9% | -63.0% | +2.2% |
| 3M | -9.5% | +84.6% | -94.1% | -10.3% |
| 6M | +4.0% | +446.9% | -442.9% | +0.1% |
| YTD | -1.3% | +129.0% | -130.3% | -4.7% |
| 1Y | -1.9% | +167.9% | -169.8% | -5.6% |
| 3Y | +53.5% | +93.9% | -40.4% | +39.0% |
| All | +53.5% | +91.4% | -37.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling