+15.8%
Q vs REPL
+115.5%
-99.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.2% | -4.1% | -7.4% |
| 7D | -10.3% | +15.1% | -25.4% | -10.2% |
| 30D | -17.7% | +51.1% | -68.7% | -17.5% |
| 3M | -18.8% | +69.2% | -88.1% | -18.6% |
| 6M | -24.8% | +597.6% | -622.3% | -21.0% |
| YTD | +35.0% | +106.0% | -71.0% | +37.0% |
| 1Y | +10.7% | +133.3% | -122.6% | +11.1% |
| All | +15.8% | +115.5% | -99.7% | +16.6% |
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 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