-0.8%
REPL vs BG
+124.5%
-125.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | -3.0% | +2.8% | -5.8% | -3.9% |
| 30D | +27.1% | +12.0% | +15.1% | +21.8% |
| 3M | +52.4% | -7.7% | +60.1% | +56.2% |
| 6M | +107.4% | +4.5% | +103.0% | +102.0% |
| YTD | +54.7% | +35.7% | +19.0% | +35.4% |
| 1Y | +158.9% | +50.1% | +108.8% | +117.5% |
| 3Y | -23.7% | +12.6% | -36.3% | -31.5% |
| 5Y | -54.3% | +75.4% | -129.8% | -68.2% |
| All | -0.8% | +124.5% | -125.3% | -52.8% |
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