-23.3%
REPL vs BB
+59.1%
-82.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -5.6% | +2.7% | -2.4% |
| 30D | +27.1% | -11.8% | +38.9% | +28.7% |
| 3M | +52.4% | -25.5% | +77.9% | +56.2% |
| 6M | +107.4% | +121.3% | -13.8% | +89.3% |
| YTD | +54.7% | +103.2% | -48.4% | +42.4% |
| 1Y | +158.9% | +102.6% | +56.2% | +137.1% |
| All | -23.3% | +59.1% | -82.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling