+130.7%
REPL vs ARWR
+59.7%
+70.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.4% |
| 7D | +28.8% | +2.4% | +26.4% | +28.3% |
| 30D | +57.3% | -1.1% | +58.5% | +57.6% |
| 3M | +73.6% | -31.2% | +104.8% | +80.8% |
| 6M | +582.8% | -19.3% | +602.1% | +572.8% |
| YTD | +112.9% | -7.1% | +120.0% | +100.2% |
| 1Y | +130.7% | +62.9% | +67.8% | +95.2% |
| All | +130.7% | +59.7% | +70.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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