-35.1%
REPL vs COO
-41.6%
+6.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +8.7% |
| 7D | +22.8% | +4.7% | +18.1% | +20.6% |
| 30D | +63.8% | +13.9% | +49.9% | +55.7% |
| 3M | +68.1% | -14.9% | +83.1% | +77.4% |
| 6M | +528.5% | +2.0% | +526.5% | +504.9% |
| YTD | +122.4% | -23.9% | +146.3% | +142.0% |
| 1Y | +154.4% | -9.6% | +164.0% | +152.5% |
| 3Y | +68.0% | -25.4% | +93.4% | +72.5% |
| All | -35.1% | -41.6% | +6.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling