+38.1%
INFY vs REPL
-7.7%
+45.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.8% |
| 7D | -7.2% | -5.7% | -1.5% | -7.1% |
| 30D | -11.2% | +22.5% | -33.6% | -11.7% |
| 3M | -7.4% | +64.7% | -72.1% | -10.1% |
| 6M | -21.3% | +83.0% | -104.3% | -26.2% |
| YTD | -36.2% | +52.0% | -88.1% | -39.8% |
| 1Y | -31.3% | +144.5% | -175.8% | -38.3% |
| 3Y | -31.1% | -25.1% | -6.0% | -40.2% |
| 5Y | -44.9% | -52.9% | +8.0% | -51.5% |
| All | +38.1% | -7.7% | +45.8% | -0.6% |
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