+130.7%
REPL vs BG
+7.2%
+123.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.4% |
| 7D | +28.8% | -3.8% | +32.6% | +28.6% |
| 30D | +57.3% | -9.6% | +66.9% | +57.4% |
| 3M | +73.6% | -8.5% | +82.1% | +73.3% |
| 6M | +582.8% | -23.0% | +605.9% | +565.5% |
| YTD | +112.9% | +10.9% | +102.0% | +161.4% |
| 1Y | +130.7% | +6.0% | +124.7% | +182.0% |
| All | +130.7% | +7.2% | +123.5% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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