-29.9%
IT vs REPL
+136.7%
-166.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -7.5% |
| 7D | -9.1% | -5.7% | -3.4% | -9.3% |
| 30D | -7.0% | +22.5% | -29.5% | -6.5% |
| 3M | +7.6% | +64.7% | -57.0% | +10.2% |
| 6M | +2.1% | +83.0% | -80.9% | +8.7% |
| YTD | -31.6% | +52.0% | -83.5% | -27.1% |
| 1Y | -29.9% | +144.5% | -174.5% | -26.0% |
| All | -29.9% | +136.7% | -166.6% | -26.0% |
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