+27.4%
M vs REPL
-54.3%
+81.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +4.7% | -3.0% | +7.7% | +4.8% |
| 30D | -9.6% | +27.1% | -36.8% | -10.3% |
| 3M | +0.9% | +52.4% | -51.5% | -1.5% |
| 6M | +22.3% | +107.4% | -85.2% | +14.1% |
| YTD | +6.5% | +54.7% | -48.2% | +0.7% |
| 1Y | +38.8% | +158.9% | -120.1% | +23.9% |
| 3Y | +115.9% | -23.7% | +139.6% | +90.8% |
| All | +27.4% | -54.3% | +81.7% | +19.9% |
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