+17.5%
P vs REPL
+125.1%
-107.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -19.4% | +28.8% | -48.2% | -20.2% |
| 30D | -22.3% | +57.3% | -79.7% | -23.9% |
| 3M | +33.2% | +73.6% | -40.4% | +29.8% |
| 6M | +53.6% | +582.8% | -529.2% | +41.4% |
| YTD | +66.8% | +112.9% | -46.1% | +47.6% |
| 1Y | +17.5% | +130.7% | -113.1% | +5.5% |
| All | +17.5% | +125.1% | -107.6% | +5.5% |
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