-53.0%
REPL vs BB
-30.6%
-22.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -5.6% | +2.7% | -2.0% |
| 30D | +27.1% | -11.8% | +38.9% | +29.7% |
| 3M | +52.4% | -25.5% | +77.9% | +59.1% |
| 6M | +107.4% | +121.3% | -13.8% | +73.2% |
| YTD | +54.7% | +103.2% | -48.4% | +31.2% |
| 1Y | +158.9% | +102.6% | +56.2% | +116.6% |
| 3Y | -23.7% | +37.5% | -61.2% | -34.7% |
| All | -53.0% | -30.6% | -22.4% | -51.1% |
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