-43.1%
IT vs REPL
-35.6%
-7.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.0% | -12.0% | -4.0% |
| 7D | -16.9% | +22.8% | -39.7% | -16.9% |
| 30D | +2.3% | +63.8% | -61.5% | +2.5% |
| 3M | +2.9% | +68.1% | -65.3% | +3.0% |
| 6M | +25.9% | +528.5% | -502.6% | +25.4% |
| YTD | -24.6% | +122.4% | -147.1% | -24.1% |
| 1Y | -16.0% | +154.4% | -170.4% | -15.7% |
| 3Y | -51.6% | +68.0% | -119.6% | -55.0% |
| All | -43.1% | -35.6% | -7.4% | -43.1% |
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