+306.3%
QQQ vs REPL
+36.1%
+270.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.8% | +2.6% |
| 7D | -0.2% | +5.3% | -5.5% | -0.5% |
| 30D | -7.5% | +66.6% | -74.1% | -9.5% |
| 3M | -3.8% | +59.6% | -63.4% | -5.9% |
| 6M | -3.0% | +482.4% | -485.4% | -13.4% |
| YTD | +12.8% | +124.1% | -111.3% | +2.2% |
| 1Y | +11.6% | +138.6% | -127.0% | +0.7% |
| 3Y | +85.6% | +96.0% | -10.5% | +44.1% |
| 5Y | +82.1% | -35.4% | +117.5% | +54.5% |
| All | +306.3% | +36.1% | +270.2% | +173.2% |
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