+43.4%
ON vs REPL
+175.2%
-131.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.7% |
| 7D | -4.1% | +12.7% | -16.9% | -4.1% |
| 30D | -10.2% | +73.5% | -83.7% | -10.1% |
| 3M | -12.7% | +70.3% | -83.0% | -12.6% |
| 6M | -32.5% | +472.0% | -504.5% | -31.9% |
| YTD | +28.6% | +139.5% | -111.0% | +30.0% |
| 1Y | +43.4% | +167.3% | -123.9% | +34.8% |
| All | +43.4% | +175.2% | -131.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling