+7.8%
ON vs REPL
-35.6%
+43.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.2% |
| 7D | -11.7% | +22.8% | -34.4% | -12.3% |
| 30D | -23.3% | +63.8% | -87.1% | -24.8% |
| 3M | -19.2% | +68.1% | -87.3% | -21.0% |
| 6M | -40.1% | +528.5% | -568.6% | -46.6% |
| YTD | +16.9% | +122.4% | -105.5% | +6.5% |
| 1Y | +29.7% | +154.4% | -124.6% | +17.1% |
| 3Y | -4.4% | +68.0% | -72.4% | -25.5% |
| All | +7.8% | -35.6% | +43.4% | +3.0% |
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 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