+25.8%
M vs REPL
+147.5%
-121.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -1.0% |
| 7D | -3.3% | +5.3% | -8.6% | -3.2% |
| 30D | +8.1% | +66.6% | -58.6% | +9.1% |
| 3M | +2.2% | +59.6% | -57.3% | +3.2% |
| 6M | +35.1% | +482.4% | -447.2% | +41.7% |
| YTD | +15.8% | +124.1% | -108.2% | +19.1% |
| 1Y | +25.8% | +138.6% | -112.7% | +29.4% |
| All | +25.8% | +147.5% | -121.7% | +29.4% |
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 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