-35.1%
REPL vs ALK
-34.8%
-0.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +7.8% |
| 7D | +22.8% | +9.0% | +13.7% | +20.2% |
| 30D | +63.8% | -1.6% | +65.4% | +64.3% |
| 3M | +68.1% | -23.2% | +91.3% | +77.4% |
| 6M | +528.5% | -3.9% | +532.4% | +518.4% |
| YTD | +122.4% | -22.6% | +145.0% | +127.1% |
| 1Y | +154.4% | -5.3% | +159.7% | +143.5% |
| 3Y | +68.0% | +18.6% | +49.4% | +33.3% |
| All | -35.1% | -34.8% | -0.4% | -34.3% |
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