+82.0%
PR vs REPL
+124.9%
-42.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.8% |
| 7D | -16.5% | +15.1% | -31.7% | -16.6% |
| 30D | -4.5% | +51.1% | -55.6% | -4.9% |
| 3M | +8.5% | +69.2% | -60.7% | +7.9% |
| 6M | -3.3% | +597.6% | -600.9% | -5.5% |
| YTD | +55.7% | +106.0% | -50.3% | +54.3% |
| 1Y | +82.0% | +133.3% | -51.3% | +82.2% |
| All | +82.0% | +124.9% | -42.9% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling