+32.1%
REPL vs ALK
-36.7%
+68.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.2% |
| 7D | +15.1% | +7.1% | +8.1% | +12.4% |
| 30D | +51.1% | -3.0% | +54.1% | +52.5% |
| 3M | +69.2% | -25.6% | +94.9% | +85.3% |
| 6M | +597.6% | +0.5% | +597.1% | +576.0% |
| YTD | +106.0% | -23.1% | +129.0% | +112.2% |
| 1Y | +133.3% | -7.5% | +140.9% | +122.8% |
| 3Y | +41.0% | +15.3% | +25.7% | +9.7% |
| 5Y | -40.1% | -34.8% | -5.4% | -41.4% |
| All | +32.1% | -36.7% | +68.7% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling