+94.4%
QQQ vs REPL
-53.9%
+148.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +1.5% | -5.7% | +7.3% | +1.7% |
| 30D | -0.6% | +22.5% | -23.1% | -1.2% |
| 3M | +0.4% | +64.7% | -64.2% | -1.9% |
| 6M | +20.1% | +83.0% | -63.0% | +14.0% |
| YTD | +17.2% | +52.0% | -34.7% | +11.8% |
| 1Y | +24.7% | +144.5% | -119.8% | +15.2% |
| 3Y | +96.2% | -25.1% | +121.2% | +82.9% |
| 5Y | +94.4% | -52.9% | +147.3% | +80.4% |
| All | +94.4% | -53.9% | +148.3% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling