+528.5%
REPL vs COO
+1.4%
+527.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +7.9% |
| 7D | +22.8% | +4.7% | +18.1% | +23.1% |
| 30D | +63.8% | +13.9% | +49.9% | +65.2% |
| 3M | +68.1% | -14.9% | +83.1% | +49.0% |
| 6M | +528.5% | +2.0% | +526.5% | +603.8% |
| All | +528.5% | +1.4% | +527.1% | +603.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling