+86.1%
QQQ vs REPL
+96.7%
-10.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.8% | +2.4% |
| 7D | -0.2% | +5.3% | -5.5% | -0.3% |
| 30D | -7.5% | +66.6% | -74.1% | -8.0% |
| 3M | -3.8% | +59.6% | -63.4% | -4.4% |
| 6M | -3.0% | +482.4% | -485.4% | -5.7% |
| YTD | +12.8% | +124.1% | -111.3% | +10.0% |
| 1Y | +11.6% | +138.6% | -127.0% | +8.8% |
| All | +86.1% | +96.7% | -10.6% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling