+154.4%
REPL vs BUD
+36.0%
+118.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.4% | +7.0% |
| 7D | +22.8% | +4.5% | +18.3% | +26.2% |
| 30D | +63.8% | +12.5% | +51.3% | +77.6% |
| 3M | +68.1% | 0.0% | +68.1% | +68.2% |
| 6M | +528.5% | +3.8% | +524.7% | +557.6% |
| YTD | +122.4% | +33.1% | +89.4% | +158.4% |
| 1Y | +154.4% | +35.5% | +118.8% | +203.4% |
| All | +154.4% | +36.0% | +118.4% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling