+64.2%
O vs REPL
+35.1%
+29.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -1.0% |
| 7D | +3.7% | +22.8% | -19.1% | +3.2% |
| 30D | +11.2% | +63.8% | -52.6% | +9.8% |
| 3M | -4.0% | +68.1% | -72.1% | -5.3% |
| 6M | -5.2% | +528.5% | -533.7% | -11.9% |
| YTD | +9.5% | +122.4% | -113.0% | +3.2% |
| 1Y | +10.6% | +154.4% | -143.8% | +3.7% |
| 3Y | +38.1% | +68.0% | -29.9% | +18.0% |
| 5Y | +10.2% | -35.4% | +45.6% | -0.7% |
| All | +64.2% | +35.1% | +29.0% | +19.3% |
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