+23.1%
Q vs REPL
+132.7%
-109.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.7% | +6.3% |
| 7D | +0.3% | +22.8% | -22.5% | +0.4% |
| 30D | -9.8% | +63.8% | -73.6% | -9.7% |
| 3M | -12.2% | +68.1% | -80.3% | -12.0% |
| 6M | -21.6% | +528.5% | -550.1% | -18.2% |
| YTD | +43.6% | +122.4% | -78.9% | +45.7% |
| 1Y | +25.7% | +154.4% | -128.7% | +26.1% |
| All | +23.1% | +132.7% | -109.6% | +24.0% |
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