+45.0%
REPL vs BG
+89.1%
-44.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.8% | +1.5% | +8.3% | +9.2% |
| 30D | +81.5% | -7.0% | +88.6% | +85.5% |
| 3M | +44.2% | -10.0% | +54.2% | +48.1% |
| 6M | +437.4% | -19.8% | +457.2% | +474.1% |
| YTD | +126.1% | +14.3% | +111.9% | +108.6% |
| 1Y | +143.1% | +6.5% | +136.7% | +130.4% |
| 3Y | +97.8% | +4.4% | +93.5% | +80.8% |
| 5Y | -34.3% | +20.2% | -54.5% | -46.2% |
| All | +45.0% | +89.1% | -44.1% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling