+282.9%
NDAQ vs REPL
+35.1%
+247.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.7% | 0.0% |
| 7D | +0.8% | +22.8% | -21.9% | +0.2% |
| 30D | +16.5% | +63.8% | -47.3% | +14.6% |
| 3M | +13.5% | +68.1% | -54.6% | +11.4% |
| 6M | +20.9% | +528.5% | -507.6% | +9.9% |
| YTD | +11.4% | +122.4% | -111.0% | +3.1% |
| 1Y | +25.9% | +154.4% | -128.4% | +15.6% |
| 3Y | +119.9% | +68.0% | +51.9% | +79.8% |
| 5Y | +61.7% | -35.4% | +97.1% | +40.8% |
| All | +282.9% | +35.1% | +247.8% | +174.8% |
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