-54.1%
REPL vs BR
+7.6%
-61.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -9.6% | -5.0% | -4.6% | -8.9% |
| 30D | +5.7% | -2.5% | +8.2% | +6.0% |
| 3M | +56.4% | +13.5% | +42.9% | +51.9% |
| 6M | +67.4% | -9.4% | +76.9% | +72.3% |
| YTD | +48.7% | -23.3% | +71.9% | +62.6% |
| 1Y | +148.3% | -31.6% | +179.9% | +185.7% |
| 3Y | -26.7% | -5.1% | -21.6% | -31.7% |
| 5Y | -54.1% | +8.2% | -62.3% | -65.2% |
| All | -54.1% | +7.6% | -61.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling