+45.0%
REPL vs BR
+86.8%
-41.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +9.8% | -1.3% | +11.1% | +10.3% |
| 30D | +81.5% | +13.7% | +67.8% | +71.9% |
| 3M | +44.2% | +13.8% | +30.4% | +36.0% |
| 6M | +437.4% | +29.7% | +407.7% | +369.6% |
| YTD | +126.1% | -12.6% | +138.7% | +132.1% |
| 1Y | +143.1% | -12.4% | +155.6% | +149.3% |
| 3Y | +97.8% | +14.1% | +83.7% | +62.0% |
| 5Y | -34.3% | +18.7% | -52.9% | -49.0% |
| All | +45.0% | +86.8% | -41.8% | -25.1% |
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