+118.6%
M vs REPL
-22.6%
+141.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +4.7% | -3.0% | +7.7% | +4.7% |
| 30D | -9.6% | +27.1% | -36.8% | -9.8% |
| 3M | +0.9% | +52.4% | -51.5% | +0.3% |
| 6M | +22.3% | +107.4% | -85.2% | +19.7% |
| YTD | +6.5% | +54.7% | -48.2% | +4.9% |
| 1Y | +38.8% | +158.9% | -120.1% | +32.9% |
| All | +118.6% | -22.6% | +141.2% | +107.0% |
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