+46.9%
IR vs REPL
-34.5%
+81.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.9% |
| 7D | +1.1% | +5.3% | -4.2% | +1.0% |
| 30D | +7.6% | +66.6% | -59.1% | +7.3% |
| 3M | +0.1% | +59.6% | -59.5% | -0.2% |
| 6M | +14.0% | +482.4% | -468.4% | +12.1% |
| YTD | +7.5% | +124.1% | -116.6% | +6.4% |
| 1Y | +10.1% | +138.6% | -128.4% | +8.9% |
| 3Y | +24.9% | +96.0% | -71.2% | +14.2% |
| 5Y | +46.9% | -35.4% | +82.3% | +50.1% |
| All | +46.9% | -34.5% | +81.4% | +50.1% |
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