+170.5%
LOW vs REPL
+45.5%
+125.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.2% |
| 7D | +8.7% | +12.7% | -4.1% | +8.3% |
| 30D | +25.5% | +73.5% | -48.0% | +23.6% |
| 3M | +6.6% | +70.3% | -63.7% | +5.0% |
| 6M | +2.4% | +472.0% | -469.6% | -5.0% |
| YTD | -1.7% | +139.5% | -141.2% | -8.0% |
| 1Y | +1.7% | +167.3% | -165.6% | -5.3% |
| 3Y | +26.6% | +109.5% | -83.0% | +2.9% |
| 5Y | +10.1% | -29.9% | +40.1% | -2.6% |
| All | +170.5% | +45.5% | +125.0% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling