-54.1%
REPL vs BG
+84.9%
-139.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -9.6% | +0.5% | -10.1% | -9.7% |
| 30D | +5.7% | +10.3% | -4.6% | +3.0% |
| 3M | +56.4% | -1.9% | +58.3% | +56.1% |
| 6M | +67.4% | +5.2% | +62.2% | +63.8% |
| YTD | +48.7% | +41.2% | +7.5% | +34.9% |
| 1Y | +148.3% | +50.5% | +97.8% | +120.8% |
| 3Y | -26.7% | +19.9% | -46.6% | -33.8% |
| 5Y | -54.1% | +86.7% | -140.8% | -63.7% |
| All | -54.1% | +84.9% | -139.1% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling