+196.7%
IR vs REPL
-6.0%
+202.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -2.8% | -3.0% | +0.1% | -2.8% |
| 30D | -15.1% | +27.1% | -42.3% | -15.7% |
| 3M | +6.1% | +52.4% | -46.3% | +3.6% |
| 6M | -16.8% | +107.4% | -124.3% | -22.0% |
| YTD | -3.5% | +54.7% | -58.3% | -8.6% |
| 1Y | -3.5% | +158.9% | -162.4% | -12.8% |
| 3Y | +9.5% | -23.7% | +33.2% | -4.2% |
| 5Y | +45.1% | -54.3% | +99.4% | +29.7% |
| All | +196.7% | -6.0% | +202.7% | +115.8% |
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