+160.1%
M vs REPL
+97.7%
+62.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +7.0% | +1.2% | +5.8% | +7.0% |
| 30D | +8.9% | +92.2% | -83.3% | +8.4% |
| 3M | +4.5% | +44.1% | -39.6% | +4.2% |
| 6M | +36.2% | +313.0% | -276.8% | +33.8% |
| YTD | +15.1% | +125.2% | -110.1% | +13.3% |
| 1Y | +27.4% | +143.8% | -116.3% | +25.1% |
| 3Y | +160.1% | +104.2% | +55.9% | +134.2% |
| All | +160.1% | +97.7% | +62.4% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling