-4.4%
ON vs REPL
+48.4%
-52.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.3% |
| 7D | -11.7% | +22.8% | -34.4% | -12.0% |
| 30D | -23.3% | +63.8% | -87.1% | -24.0% |
| 3M | -19.2% | +68.1% | -87.3% | -20.1% |
| 6M | -40.1% | +528.5% | -568.6% | -43.5% |
| YTD | +16.9% | +122.4% | -105.5% | +11.6% |
| 1Y | +29.7% | +154.4% | -124.6% | +23.2% |
| 3Y | -4.4% | +68.0% | -72.4% | -16.0% |
| All | -4.4% | +48.4% | -52.8% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling