+167.3%
REPL vs ALLY
-1.7%
+169.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.5% |
| 7D | +12.7% | -0.7% | +13.4% | +12.7% |
| 30D | +73.5% | +1.1% | +72.3% | +73.6% |
| 3M | +70.3% | -13.2% | +83.5% | +67.7% |
| 6M | +472.0% | -13.5% | +485.5% | +464.1% |
| YTD | +139.5% | -14.3% | +153.8% | +149.3% |
| 1Y | +167.3% | -1.1% | +168.4% | +161.7% |
| All | +167.3% | -1.7% | +169.0% | +161.7% |
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