-0.8%
REPL vs ARWR
+430.0%
-430.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.0% | +1.7% | -4.7% | -3.5% |
| 30D | +27.1% | -0.7% | +27.8% | +27.1% |
| 3M | +52.4% | +14.9% | +37.5% | +43.5% |
| 6M | +107.4% | +32.6% | +74.8% | +86.5% |
| YTD | +54.7% | +30.0% | +24.7% | +39.0% |
| 1Y | +158.9% | +208.4% | -49.5% | +71.5% |
| 3Y | -23.7% | +208.8% | -232.5% | -54.2% |
| 5Y | -54.3% | +27.8% | -82.2% | -66.8% |
| All | -0.8% | +430.0% | -430.8% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling