+713.8%
MOD vs REPL
-40.1%
+753.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.0% | -7.2% |
| 7D | -34.2% | +15.1% | -49.3% | -34.5% |
| 30D | -51.9% | +51.1% | -103.0% | -52.6% |
| 3M | -53.0% | +69.2% | -122.3% | -53.9% |
| 6M | -66.4% | +597.6% | -663.9% | -68.9% |
| YTD | -31.5% | +106.0% | -137.5% | -35.4% |
| 1Y | -39.6% | +133.3% | -172.9% | -43.3% |
| 3Y | +116.8% | +41.0% | +75.8% | +85.3% |
| 5Y | +713.8% | -40.1% | +754.0% | +726.6% |
| All | +713.8% | -40.1% | +753.9% | +726.6% |
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