+12.6%
IR vs REPL
+163.1%
-150.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +4.7% |
| 7D | +5.0% | +14.2% | -9.2% | +5.2% |
| 30D | +10.3% | +65.9% | -55.5% | +11.2% |
| 3M | -0.1% | +84.6% | -84.7% | +1.0% |
| 6M | +14.8% | +446.9% | -432.2% | +20.3% |
| YTD | +9.7% | +129.0% | -119.3% | +12.1% |
| All | +12.6% | +163.1% | -150.5% | +10.3% |
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