+21.1%
PL vs REPL
-35.6%
+56.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.0% | +2.4% | +9.7% |
| 7D | -6.8% | +22.8% | -29.6% | -8.4% |
| 30D | -29.3% | +63.8% | -93.1% | -32.2% |
| 3M | -44.8% | +68.1% | -112.9% | -47.3% |
| 6M | -68.4% | +528.5% | -596.9% | -75.2% |
| YTD | -36.4% | +122.4% | -158.8% | -47.7% |
| 1Y | +0.7% | +154.4% | -153.6% | -18.5% |
| 3Y | +455.3% | +68.0% | +387.3% | +242.3% |
| All | +21.1% | -35.6% | +56.8% | -1.5% |
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 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