+10.1%
LOW vs REPL
-29.4%
+39.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.1% |
| 7D | +8.7% | +12.7% | -4.1% | +8.6% |
| 30D | +25.5% | +73.5% | -48.0% | +25.1% |
| 3M | +6.6% | +70.3% | -63.7% | +6.3% |
| 6M | +2.4% | +472.0% | -469.6% | +0.6% |
| YTD | -1.7% | +139.5% | -141.2% | -3.0% |
| 1Y | +1.7% | +167.3% | -165.6% | +0.1% |
| 3Y | +26.6% | +109.5% | -83.0% | +13.6% |
| 5Y | +10.1% | -29.9% | +40.1% | +11.4% |
| All | +10.1% | -29.4% | +39.6% | +11.4% |
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