-24.7%
LOW vs REPL
+136.9%
-161.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | -0.6% | -9.6% | +9.0% | -0.8% |
| 30D | -9.3% | +5.7% | -15.0% | -9.2% |
| 3M | -8.1% | +56.4% | -64.5% | -6.7% |
| 6M | -19.8% | +67.4% | -87.2% | -17.5% |
| YTD | -16.4% | +48.7% | -65.0% | -14.1% |
| 1Y | -24.7% | +148.3% | -172.9% | -22.1% |
| All | -24.7% | +136.9% | -161.5% | -22.1% |
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 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