-24.2%
REPL vs BUD
+50.7%
-74.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | +0.3% | -3.2% | -2.9% |
| 30D | +27.1% | -5.7% | +32.8% | +26.7% |
| 3M | +52.4% | +3.1% | +49.3% | +52.6% |
| 6M | +107.4% | +7.9% | +99.6% | +105.5% |
| YTD | +54.7% | +27.3% | +27.4% | +49.2% |
| 1Y | +158.9% | +37.8% | +121.1% | +145.3% |
| All | -24.2% | +50.7% | -74.9% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling