+42.6%
REPL vs BUD
-9.6%
+52.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.4% | +8.4% |
| 7D | +22.8% | +4.5% | +18.3% | +21.0% |
| 30D | +63.8% | +12.5% | +51.3% | +57.2% |
| 3M | +68.1% | 0.0% | +68.1% | +67.2% |
| 6M | +528.5% | +3.8% | +524.7% | +510.0% |
| YTD | +122.4% | +33.1% | +89.4% | +94.8% |
| 1Y | +154.4% | +35.5% | +118.8% | +120.8% |
| 3Y | +68.0% | +49.4% | +18.6% | +34.0% |
| 5Y | -35.4% | +48.0% | -83.4% | -49.0% |
| All | +42.6% | -9.6% | +52.2% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling