-0.8%
REPL vs BR
+68.7%
-69.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -0.2% |
| 7D | -3.0% | -5.3% | +2.3% | -0.8% |
| 30D | +27.1% | +6.4% | +20.7% | +23.7% |
| 3M | +52.4% | +13.6% | +38.7% | +41.3% |
| 6M | +107.4% | -6.7% | +114.2% | +104.9% |
| YTD | +54.7% | -21.1% | +75.8% | +66.2% |
| 1Y | +158.9% | -29.6% | +188.4% | +197.7% |
| 3Y | -23.7% | -2.4% | -21.4% | -32.5% |
| 5Y | -54.3% | +11.2% | -65.6% | -64.2% |
| All | -0.8% | +68.7% | -69.5% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling