-11.8%
M vs REPL
+25.1%
-36.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.6% | -5.7% |
| 7D | -2.1% | +15.1% | -17.3% | -2.9% |
| 30D | +7.7% | +51.1% | -43.4% | +5.3% |
| 3M | -4.4% | +69.2% | -73.6% | -7.2% |
| 6M | +27.5% | +597.6% | -570.1% | +8.1% |
| YTD | +12.8% | +106.0% | -93.2% | -0.4% |
| 1Y | +20.7% | +133.3% | -112.6% | +5.5% |
| 3Y | +111.3% | +41.0% | +70.3% | +54.1% |
| 5Y | -6.3% | -40.1% | +33.8% | -25.5% |
| All | -11.8% | +25.1% | -36.9% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling