-33.5%
MOD vs REPL
+163.1%
-196.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +9.8% |
| 7D | -13.9% | +14.2% | -28.1% | -14.1% |
| 30D | -41.5% | +65.9% | -107.4% | -41.9% |
| 3M | -45.7% | +84.6% | -130.3% | -46.1% |
| 6M | -61.1% | +446.9% | -508.0% | -59.9% |
| YTD | -20.5% | +129.0% | -149.5% | -23.5% |
| All | -33.5% | +163.1% | -196.7% | -40.9% |
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 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