+597.6%
REPL vs ALLY
-8.5%
+606.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | +15.1% | -1.1% | +16.3% | +15.7% |
| 30D | +51.1% | +4.2% | +46.9% | +48.7% |
| 3M | +69.2% | -12.4% | +81.6% | +77.1% |
| 6M | +597.6% | -8.7% | +606.2% | +649.2% |
| All | +597.6% | -8.5% | +606.1% | +649.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling