+109.5%
REPL vs COO
-22.2%
+131.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.7% |
| 7D | +12.7% | +4.5% | +8.2% | +11.6% |
| 30D | +73.5% | +16.9% | +56.6% | +67.4% |
| 3M | +70.3% | -16.7% | +87.0% | +75.3% |
| 6M | +472.0% | +5.9% | +466.0% | +451.7% |
| YTD | +139.5% | -22.4% | +161.9% | +153.7% |
| 1Y | +167.3% | -10.1% | +177.4% | +166.3% |
| 3Y | +109.5% | -22.8% | +132.3% | +77.5% |
| All | +109.5% | -22.2% | +131.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling