-53.0%
REPL vs COO
-38.8%
-14.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -3.0% | -2.2% | -0.7% | -2.2% |
| 30D | +27.1% | -7.0% | +34.1% | +30.3% |
| 3M | +52.4% | +12.2% | +40.2% | +42.8% |
| 6M | +107.4% | -15.1% | +122.6% | +117.8% |
| YTD | +54.7% | -15.1% | +69.8% | +62.4% |
| 1Y | +158.9% | +2.3% | +156.5% | +146.0% |
| 3Y | -23.7% | -23.7% | -0.1% | -20.3% |
| All | -53.0% | -38.8% | -14.2% | -48.2% |
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