+460.0%
MOD vs REPL
+29.3%
+430.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.2% | -21.6% | -21.4% |
| 7D | -31.3% | +28.8% | -60.2% | -32.2% |
| 30D | -46.1% | +57.3% | -103.5% | -47.4% |
| 3M | -51.1% | +73.6% | -124.7% | -52.6% |
| 6M | -62.1% | +582.8% | -644.9% | -66.6% |
| YTD | -26.2% | +112.9% | -139.0% | -33.3% |
| 1Y | -32.6% | +130.7% | -163.2% | -39.4% |
| 3Y | +133.8% | +45.7% | +88.1% | +83.1% |
| 5Y | +792.8% | -37.9% | +830.7% | +642.1% |
| All | +460.0% | +29.3% | +430.7% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling