+143.8%
REPL vs COO
-12.3%
+156.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.3% |
| 7D | +1.2% | +0.5% | +0.8% | +1.3% |
| 30D | +92.2% | +14.2% | +78.0% | +95.5% |
| 3M | +44.1% | -18.2% | +62.3% | +29.5% |
| 6M | +313.0% | +5.3% | +307.7% | +320.6% |
| YTD | +125.2% | -23.6% | +148.8% | +119.5% |
| 1Y | +143.8% | -12.7% | +156.4% | +139.8% |
| All | +143.8% | -12.3% | +156.1% | +139.8% |
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