-11.4%
F vs REPL
-40.1%
+28.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | +1.4% | +15.1% | -13.7% | +1.0% |
| 30D | +2.0% | +51.1% | -49.1% | +0.8% |
| 3M | -10.4% | +69.2% | -79.6% | -11.8% |
| 6M | +9.7% | +597.6% | -587.8% | +0.7% |
| YTD | -1.2% | +106.0% | -107.2% | -7.6% |
| 1Y | 0.0% | +133.3% | -133.3% | -6.9% |
| 3Y | +41.1% | +41.0% | +0.1% | +19.5% |
| 5Y | -11.4% | -40.1% | +28.7% | -19.0% |
| All | -11.4% | -40.1% | +28.6% | -19.0% |
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 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