+0.8%
META vs REPL
+125.1%
-124.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +2.9% | +28.8% | -26.0% | +2.7% |
| 30D | -15.1% | +57.3% | -72.4% | -15.4% |
| 3M | +7.2% | +73.6% | -66.3% | +6.7% |
| 6M | +3.4% | +582.8% | -579.5% | +2.1% |
| YTD | -4.3% | +112.9% | -117.2% | -4.9% |
| 1Y | +0.8% | +130.7% | -129.9% | -0.3% |
| All | +0.8% | +125.1% | -124.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling