-40.8%
INFY vs REPL
-35.0%
-5.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | +7.1% | +92.2% | -85.1% | +6.2% |
| 3M | -1.0% | +44.1% | -45.1% | -1.5% |
| 6M | +5.9% | +313.0% | -307.2% | +2.7% |
| YTD | -29.5% | +125.2% | -154.7% | -31.3% |
| 1Y | -26.0% | +143.8% | -169.7% | -28.1% |
| 3Y | -19.4% | +104.2% | -123.6% | -28.7% |
| All | -40.8% | -35.0% | -5.8% | -40.9% |
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 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