+1,449.6%
NET vs REPL
+22.8%
+1,426.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -7.0% | -3.0% | -4.0% | -6.8% |
| 30D | -4.8% | +27.1% | -31.9% | -6.3% |
| 3M | +3.8% | +52.4% | -48.6% | -1.6% |
| 6M | +50.0% | +107.4% | -57.4% | +30.1% |
| YTD | +41.5% | +54.7% | -13.3% | +25.6% |
| 1Y | +32.8% | +158.9% | -126.0% | +6.7% |
| 3Y | +335.9% | -23.7% | +359.6% | +227.8% |
| 5Y | +113.8% | -54.3% | +168.2% | +66.2% |
| All | +1,449.6% | +22.8% | +1,426.8% | +931.9% |
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 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