+2.1%
M vs REPL
-29.4%
+31.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.4% |
| 7D | +5.0% | +12.7% | -7.7% | +4.7% |
| 30D | +10.6% | +73.5% | -62.8% | +8.9% |
| 3M | +1.6% | +70.3% | -68.7% | 0.0% |
| 6M | +30.8% | +472.0% | -441.1% | +20.8% |
| YTD | +16.9% | +139.5% | -122.6% | +9.3% |
| 1Y | +26.3% | +167.3% | -141.0% | +17.2% |
| 3Y | +158.6% | +109.5% | +49.1% | +100.4% |
| 5Y | +2.1% | -29.9% | +32.0% | +2.5% |
| All | +2.1% | -29.4% | +31.5% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling