-62.1%
MOD vs REPL
+711.4%
-773.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.2% | -21.6% | -21.4% |
| 7D | -31.3% | +28.8% | -60.2% | -32.3% |
| 30D | -46.1% | +57.3% | -103.5% | -47.5% |
| 3M | -51.1% | +73.6% | -124.7% | -52.7% |
| 6M | -62.1% | +582.8% | -644.9% | -64.4% |
| All | -62.1% | +711.4% | -773.4% | -64.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling