+130.7%
REPL vs ALLY
+4.2%
+126.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.3% |
| 7D | +28.8% | +2.4% | +26.4% | +28.9% |
| 30D | +57.3% | +5.6% | +51.8% | +57.7% |
| 3M | +73.6% | -11.7% | +85.3% | +70.3% |
| 6M | +582.8% | -7.0% | +589.9% | +577.8% |
| YTD | +112.9% | -10.4% | +123.3% | +121.1% |
| 1Y | +130.7% | +2.4% | +128.3% | +130.6% |
| All | +130.7% | +4.2% | +126.4% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling