-24.2%
REPL vs COO
-23.4%
-0.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -3.0% | -2.2% | -0.7% | -2.6% |
| 30D | +27.1% | -7.0% | +34.1% | +28.6% |
| 3M | +52.4% | +12.2% | +40.2% | +46.6% |
| 6M | +107.4% | -15.1% | +122.6% | +116.4% |
| YTD | +54.7% | -15.1% | +69.8% | +61.4% |
| 1Y | +158.9% | +2.3% | +156.5% | +154.0% |
| All | -24.2% | -23.4% | -0.7% | -25.4% |
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