+32.6%
NET vs REPL
-37.4%
+70.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -16.4% | +28.8% | -45.2% | -17.4% |
| 30D | -25.8% | +57.3% | -83.2% | -27.7% |
| 3M | -11.5% | +73.6% | -85.1% | -14.3% |
| 6M | +18.9% | +582.8% | -563.9% | +1.4% |
| YTD | +35.2% | +112.9% | -77.6% | +20.6% |
| 1Y | +14.5% | +130.7% | -116.2% | +1.3% |
| 3Y | +313.8% | +45.7% | +268.1% | +188.9% |
| 5Y | +32.6% | -37.9% | +70.5% | -2.7% |
| All | +32.6% | -37.4% | +70.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling