-7.8%
LOW vs REPL
-24.7%
+16.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.8% |
| 7D | +0.4% | -5.7% | +6.1% | +0.3% |
| 30D | -10.1% | +22.5% | -32.6% | -9.9% |
| 3M | -2.9% | +64.7% | -67.5% | -2.0% |
| 6M | -19.4% | +83.0% | -102.4% | -18.3% |
| YTD | -15.4% | +52.0% | -67.4% | -14.3% |
| 1Y | -24.9% | +144.5% | -169.5% | -23.9% |
| 3Y | -7.8% | -25.1% | +17.2% | -8.8% |
| All | -7.8% | -24.7% | +16.9% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling