+107.4%
REPL vs COO
-15.8%
+123.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -2.9% |
| 7D | -3.0% | -2.2% | -0.7% | -4.8% |
| 30D | +27.1% | -7.0% | +34.1% | +19.5% |
| 3M | +52.4% | +12.2% | +40.2% | +71.2% |
| 6M | +107.4% | -15.1% | +122.6% | +90.0% |
| All | +107.4% | -15.8% | +123.2% | +90.0% |
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