+112.5%
NET vs REPL
-54.3%
+166.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -7.0% | -3.0% | -4.0% | -6.9% |
| 30D | -4.8% | +27.1% | -31.9% | -6.1% |
| 3M | +3.8% | +52.4% | -48.6% | -0.7% |
| 6M | +50.0% | +107.4% | -57.4% | +33.1% |
| YTD | +41.5% | +54.7% | -13.3% | +28.3% |
| 1Y | +32.8% | +158.9% | -126.0% | +9.7% |
| 3Y | +335.9% | -23.7% | +359.6% | +260.7% |
| All | +112.5% | -54.3% | +166.8% | +75.3% |
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 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