-35.1%
REPL vs BB
-20.8%
-14.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.6% | +7.2% |
| 7D | +22.8% | +3.8% | +19.0% | +21.8% |
| 30D | +63.8% | -0.3% | +64.1% | +63.2% |
| 3M | +68.1% | -0.5% | +68.6% | +66.5% |
| 6M | +528.5% | +45.9% | +482.6% | +471.8% |
| YTD | +122.4% | +130.6% | -8.2% | +83.7% |
| 1Y | +154.4% | +89.2% | +65.2% | +117.6% |
| 3Y | +68.0% | +137.5% | -69.5% | +25.2% |
| All | -35.1% | -20.8% | -14.3% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling