+10.7%
O vs REPL
-35.6%
+46.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -0.8% |
| 7D | +3.7% | +22.8% | -19.1% | +3.5% |
| 30D | +11.2% | +63.8% | -52.6% | +10.7% |
| 3M | -4.0% | +68.1% | -72.1% | -4.4% |
| 6M | -5.2% | +528.5% | -533.7% | -7.8% |
| YTD | +9.5% | +122.4% | -113.0% | +7.2% |
| 1Y | +10.6% | +154.4% | -143.8% | +8.0% |
| 3Y | +38.1% | +68.0% | -29.9% | +27.8% |
| All | +10.7% | -35.6% | +46.3% | +7.8% |
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 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