+130.7%
REPL vs COO
-7.7%
+138.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | +0.8% |
| 7D | +28.8% | +8.4% | +20.4% | +29.9% |
| 30D | +57.3% | +13.5% | +43.9% | +59.6% |
| 3M | +73.6% | -13.8% | +87.3% | +59.0% |
| 6M | +582.8% | +4.7% | +578.1% | +587.1% |
| YTD | +112.9% | -21.4% | +134.3% | +110.0% |
| 1Y | +130.7% | -6.7% | +137.4% | +119.1% |
| All | +130.7% | -7.7% | +138.3% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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