+108.4%
F vs REPL
-6.0%
+114.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +5.3% | -3.0% | +8.3% | +5.5% |
| 30D | +4.6% | +27.1% | -22.5% | +3.3% |
| 3M | -3.7% | +52.4% | -56.0% | -7.7% |
| 6M | +16.8% | +107.4% | -90.6% | +4.5% |
| YTD | +15.3% | +54.7% | -39.4% | +4.7% |
| 1Y | +31.0% | +158.9% | -127.9% | +11.5% |
| 3Y | +45.4% | -23.7% | +69.2% | +18.4% |
| 5Y | +54.7% | -54.3% | +109.0% | +29.0% |
| All | +108.4% | -6.0% | +114.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling