+292.0%
NDAQ vs REPL
+36.1%
+255.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.1% |
| 7D | 0.0% | +5.3% | -5.3% | -0.2% |
| 30D | +16.3% | +66.6% | -50.3% | +14.3% |
| 3M | +15.8% | +59.6% | -43.7% | +13.9% |
| 6M | +24.8% | +482.4% | -457.5% | +13.9% |
| YTD | +14.1% | +124.1% | -110.0% | +5.5% |
| 1Y | +26.5% | +138.6% | -112.0% | +16.6% |
| 3Y | +119.1% | +96.0% | +23.1% | +76.8% |
| 5Y | +70.9% | -35.4% | +106.3% | +48.9% |
| All | +292.0% | +36.1% | +255.9% | +181.3% |
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