+1,530.3%
MOD vs REPL
-54.3%
+1,584.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | +9.6% | -3.0% | +12.6% | +9.7% |
| 30D | 0.0% | +27.1% | -27.1% | -0.9% |
| 3M | -35.4% | +52.4% | -87.8% | -37.2% |
| 6M | -7.3% | +107.4% | -114.7% | -12.7% |
| YTD | +45.8% | +54.7% | -8.9% | +38.8% |
| 1Y | +43.1% | +158.9% | -115.7% | +29.6% |
| 3Y | +297.7% | -23.7% | +321.4% | +258.9% |
| All | +1,530.3% | -54.3% | +1,584.6% | +1,482.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling