+237.3%
P vs REPL
-40.1%
+277.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.2% | -13.2% | -16.3% |
| 7D | -31.9% | +15.1% | -47.0% | -32.3% |
| 30D | -36.5% | +51.1% | -87.6% | -37.6% |
| 3M | +11.6% | +69.2% | -57.6% | +9.1% |
| 6M | +25.2% | +597.6% | -572.4% | +13.6% |
| YTD | +39.4% | +106.0% | -66.5% | +29.2% |
| 1Y | -3.7% | +133.3% | -137.0% | -11.2% |
| 3Y | +167.3% | +41.0% | +126.3% | +125.8% |
| 5Y | +237.3% | -40.1% | +277.5% | +168.3% |
| All | +237.3% | -40.1% | +277.4% | +168.3% |
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