+53.9%
F vs REPL
-54.3%
+108.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +5.3% | -3.0% | +8.3% | +5.4% |
| 30D | +4.6% | +27.1% | -22.5% | +3.8% |
| 3M | -3.7% | +52.4% | -56.0% | -6.1% |
| 6M | +16.8% | +107.4% | -90.6% | +8.8% |
| YTD | +15.3% | +54.7% | -39.4% | +8.5% |
| 1Y | +31.0% | +158.9% | -127.9% | +18.2% |
| 3Y | +45.4% | -23.7% | +69.2% | +30.5% |
| All | +53.9% | -54.3% | +108.2% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling