+196.4%
META vs REPL
-6.0%
+202.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +6.7% | -3.0% | +9.7% | +6.8% |
| 30D | +4.8% | +27.1% | -22.4% | +3.6% |
| 3M | -1.6% | +52.4% | -54.0% | -5.2% |
| 6M | -7.5% | +107.4% | -114.9% | -15.7% |
| YTD | -6.4% | +54.7% | -61.1% | -13.5% |
| 1Y | -17.3% | +158.9% | -176.2% | -27.8% |
| 3Y | +109.9% | -23.7% | +133.7% | +77.4% |
| 5Y | +65.4% | -54.3% | +119.7% | +42.8% |
| All | +196.4% | -6.0% | +202.4% | +93.9% |
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 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