-10.3%
M vs REPL
-35.6%
+25.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.0% | -12.6% | -4.8% |
| 7D | -4.3% | +22.8% | -27.0% | -4.8% |
| 30D | +1.3% | +63.8% | -62.5% | -0.2% |
| 3M | -7.4% | +68.1% | -75.5% | -8.8% |
| 6M | +18.3% | +528.5% | -510.1% | +8.6% |
| YTD | +7.6% | +122.4% | -114.9% | +0.7% |
| 1Y | +17.4% | +154.4% | -137.0% | +9.1% |
| 3Y | +108.4% | +68.0% | +40.4% | +66.4% |
| All | -10.3% | -35.6% | +25.3% | -10.0% |
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 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