+104.2%
REPL vs BUD
+49.6%
+54.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.3% |
| 7D | +1.2% | +1.0% | +0.2% | +1.4% |
| 30D | +92.2% | +6.7% | +85.5% | +93.9% |
| 3M | +44.1% | +5.7% | +38.4% | +45.4% |
| 6M | +313.0% | +5.8% | +307.2% | +316.8% |
| YTD | +125.2% | +34.4% | +90.8% | +122.3% |
| 1Y | +143.8% | +33.3% | +110.5% | +141.1% |
| 3Y | +104.2% | +48.8% | +55.4% | +90.9% |
| All | +104.2% | +49.6% | +54.6% | +90.9% |
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