+83.0%
PL vs REPL
-52.7%
+135.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.1% |
| 7D | -9.3% | -3.0% | -6.3% | -9.1% |
| 30D | -18.9% | +27.1% | -46.1% | -20.6% |
| 3M | -58.4% | +52.4% | -110.8% | -61.2% |
| 6M | -30.3% | +107.4% | -137.8% | -42.2% |
| YTD | -8.1% | +54.7% | -62.8% | -21.7% |
| 1Y | +180.5% | +158.9% | +21.6% | +113.9% |
| 3Y | +444.1% | -23.7% | +467.9% | +292.6% |
| 5Y | +83.0% | -54.3% | +137.4% | +24.5% |
| All | +83.0% | -52.7% | +135.7% | +24.8% |
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