+313.9%
P vs REPL
-6.0%
+319.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +6.5% | -3.0% | +9.5% | +6.7% |
| 30D | +18.8% | +27.1% | -8.3% | +16.9% |
| 3M | +26.7% | +52.4% | -25.6% | +19.7% |
| 6M | +62.2% | +107.4% | -45.3% | +41.0% |
| YTD | +48.5% | +54.7% | -6.2% | +31.7% |
| 1Y | +26.4% | +158.9% | -132.5% | +3.1% |
| 3Y | +159.4% | -23.7% | +183.1% | +100.0% |
| 5Y | +275.8% | -54.3% | +330.1% | +200.1% |
| All | +313.9% | -6.0% | +319.9% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling