+191.0%
META vs REPL
+25.1%
+165.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.8% |
| 7D | -3.1% | +15.1% | -18.2% | -3.7% |
| 30D | -18.1% | +51.1% | -69.2% | -19.6% |
| 3M | +2.9% | +69.2% | -66.4% | +0.3% |
| 6M | +0.2% | +597.6% | -597.4% | -11.3% |
| YTD | -8.1% | +106.0% | -114.1% | -16.3% |
| 1Y | -4.5% | +133.3% | -137.9% | -13.6% |
| 3Y | +94.2% | +41.0% | +53.2% | +55.6% |
| 5Y | +79.1% | -40.1% | +119.2% | +53.0% |
| All | +191.0% | +25.1% | +165.9% | +87.8% |
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