+238.6%
P vs REPL
-35.6%
+274.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.4% | +3.2% |
| 7D | -23.8% | +22.8% | -46.6% | -24.4% |
| 30D | -36.6% | +63.8% | -100.4% | -37.9% |
| 3M | +10.9% | +68.1% | -57.2% | +8.4% |
| 6M | +30.0% | +528.5% | -498.5% | +18.3% |
| YTD | +44.4% | +122.4% | -78.0% | +33.4% |
| 1Y | +3.9% | +154.4% | -150.4% | -4.5% |
| 3Y | +176.6% | +68.0% | +108.6% | +129.1% |
| All | +238.6% | -35.6% | +274.3% | +185.3% |
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