+137.0%
LOW vs REPL
-6.0%
+143.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -1.7% | -3.0% | +1.2% | -1.7% |
| 30D | -7.0% | +27.1% | -34.2% | -7.7% |
| 3M | -0.9% | +52.4% | -53.3% | -3.1% |
| 6M | -20.1% | +107.4% | -127.5% | -25.1% |
| YTD | -13.9% | +54.7% | -68.6% | -18.4% |
| 1Y | -21.1% | +158.9% | -180.0% | -28.6% |
| 3Y | -6.6% | -23.7% | +17.1% | -18.4% |
| 5Y | +9.4% | -54.3% | +63.7% | -2.3% |
| All | +137.0% | -6.0% | +143.0% | +71.5% |
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