-35.2%
MOD vs REPL
+152.6%
-187.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.6% |
| 7D | -25.5% | +22.8% | -48.3% | -25.7% |
| 30D | -49.0% | +63.8% | -112.8% | -49.3% |
| 3M | -49.8% | +68.1% | -117.9% | -50.1% |
| 6M | -64.8% | +528.5% | -593.3% | -63.1% |
| YTD | -27.6% | +122.4% | -150.1% | -29.8% |
| 1Y | -35.2% | +154.4% | -189.6% | -41.7% |
| All | -35.2% | +152.6% | -187.8% | -41.7% |
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