-53.0%
REPL vs ALK
-25.3%
-27.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.0% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +27.1% | -19.2% | +46.4% | +32.9% |
| 3M | +52.4% | -1.5% | +53.9% | +50.7% |
| 6M | +107.4% | -13.1% | +120.5% | +108.3% |
| YTD | +54.7% | -16.4% | +71.2% | +55.6% |
| 1Y | +158.9% | -33.1% | +191.9% | +175.8% |
| 3Y | -23.7% | +0.6% | -24.4% | -33.0% |
| All | -53.0% | -25.3% | -27.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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