+4.0%
NDAQ vs REPL
+161.1%
-157.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.9% |
| 7D | -2.4% | -3.0% | +0.5% | -2.5% |
| 30D | +2.5% | +27.1% | -24.7% | +2.6% |
| 3M | +9.9% | +52.4% | -42.5% | +10.6% |
| 6M | +9.4% | +107.4% | -98.0% | +10.4% |
| YTD | +0.4% | +54.7% | -54.3% | +1.5% |
| 1Y | +4.0% | +158.9% | -154.8% | +3.9% |
| All | +4.0% | +161.1% | -157.1% | +3.9% |
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