-25.1%
REPL vs BR
-4.7%
-20.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.2% |
| 7D | -5.7% | -5.9% | +0.2% | -6.8% |
| 30D | +22.5% | +1.9% | +20.6% | +22.9% |
| 3M | +64.7% | +14.7% | +50.0% | +70.1% |
| 6M | +83.0% | -12.8% | +95.8% | +96.4% |
| YTD | +52.0% | -23.0% | +75.0% | +68.1% |
| 1Y | +144.5% | -31.7% | +176.2% | +178.1% |
| 3Y | -25.1% | -4.8% | -20.3% | -27.3% |
| All | -25.1% | -4.7% | -20.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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