+37.2%
M vs REPL
+125.1%
-88.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.6% |
| 7D | +8.3% | +28.8% | -20.6% | +8.7% |
| 30D | +14.2% | +57.3% | -43.2% | +15.2% |
| 3M | -1.1% | +73.6% | -74.7% | +0.1% |
| 6M | +36.6% | +582.8% | -546.2% | +44.2% |
| YTD | +19.8% | +112.9% | -93.1% | +21.6% |
| 1Y | +37.2% | +130.7% | -93.5% | +38.8% |
| All | +37.2% | +125.1% | -88.0% | +38.8% |
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 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