+103.2%
REPL vs BG
+5.0%
+98.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | +5.3% | +3.4% | +1.9% | +4.3% |
| 30D | +66.6% | -3.8% | +70.4% | +67.8% |
| 3M | +59.6% | -9.6% | +69.1% | +63.1% |
| 6M | +482.4% | -19.5% | +501.9% | +515.9% |
| YTD | +124.1% | +14.6% | +109.5% | +105.0% |
| 1Y | +138.6% | +6.6% | +131.9% | +125.0% |
| All | +103.2% | +5.0% | +98.1% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling