+26.7%
Q vs REPL
+61.9%
-35.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +0.2% | -3.0% | +3.2% | +0.2% |
| 30D | -11.1% | +27.1% | -38.3% | -10.9% |
| 3M | -22.1% | +52.4% | -74.5% | -21.9% |
| 6M | +0.5% | +107.4% | -107.0% | +3.1% |
| YTD | +47.8% | +54.7% | -6.9% | +49.9% |
| All | +26.7% | +61.9% | -35.2% | +27.6% |
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