+107.4%
REPL vs ALLY
+10.4%
+97.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.6% |
| 7D | -3.0% | +3.7% | -6.6% | -2.1% |
| 30D | +27.1% | -2.3% | +29.4% | +26.1% |
| 3M | +52.4% | +3.8% | +48.6% | +55.5% |
| 6M | +107.4% | +9.7% | +97.7% | +139.1% |
| All | +107.4% | +10.4% | +97.0% | +139.1% |
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