-0.8%
REPL vs ALLY
+100.5%
-101.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -3.0% | +3.7% | -6.6% | -4.3% |
| 30D | +27.1% | -2.3% | +29.4% | +28.2% |
| 3M | +52.4% | +3.8% | +48.6% | +49.8% |
| 6M | +107.4% | +9.7% | +97.7% | +95.8% |
| YTD | +54.7% | -1.4% | +56.1% | +51.6% |
| 1Y | +158.9% | +8.2% | +150.6% | +141.7% |
| 3Y | -23.7% | +66.5% | -90.2% | -41.7% |
| 5Y | -54.3% | +1.2% | -55.5% | -58.9% |
| All | -0.8% | +100.5% | -101.3% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling