+256.3%
P vs REPL
-33.0%
+289.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +6.2% |
| 7D | -9.6% | +14.2% | -23.8% | -10.0% |
| 30D | -33.4% | +65.9% | -99.3% | -34.8% |
| 3M | +14.2% | +84.6% | -70.4% | +11.3% |
| 6M | +31.6% | +446.9% | -415.4% | +20.3% |
| YTD | +53.5% | +129.0% | -75.5% | +41.6% |
| 1Y | +14.2% | +167.9% | -153.7% | +4.7% |
| 3Y | +190.5% | +93.9% | +96.6% | +136.5% |
| 5Y | +256.3% | -33.0% | +289.3% | +199.3% |
| All | +256.3% | -33.0% | +289.3% | +199.3% |
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 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