+9.1%
IR vs REPL
+125.1%
-116.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +11.6% | +28.8% | -17.3% | +12.0% |
| 30D | +7.2% | +57.3% | -50.2% | +8.0% |
| 3M | -5.9% | +73.6% | -79.5% | -4.9% |
| 6M | +11.5% | +582.8% | -571.4% | +18.0% |
| YTD | +6.3% | +112.9% | -106.5% | +8.2% |
| 1Y | +9.1% | +130.7% | -121.6% | +9.2% |
| All | +9.1% | +125.1% | -116.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling