+42.6%
REPL vs COO
+1.2%
+41.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +8.8% |
| 7D | +22.8% | +4.7% | +18.1% | +20.1% |
| 30D | +63.8% | +13.9% | +49.9% | +53.9% |
| 3M | +68.1% | -14.9% | +83.1% | +79.9% |
| 6M | +528.5% | +2.0% | +526.5% | +501.7% |
| YTD | +122.4% | -23.9% | +146.3% | +144.4% |
| 1Y | +154.4% | -9.6% | +164.0% | +153.0% |
| 3Y | +68.0% | -25.4% | +93.4% | +71.7% |
| 5Y | -35.4% | -41.2% | +5.8% | -25.0% |
| All | +42.6% | +1.2% | +41.4% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling