+155.6%
REPL vs EXEL
+74.8%
+80.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +2.8% |
| 7D | +14.2% | +2.3% | +11.9% | +14.2% |
| 30D | +65.9% | +19.8% | +46.0% | +66.6% |
| 3M | +84.6% | +32.7% | +51.9% | +87.5% |
| 6M | +446.9% | +49.0% | +398.0% | +385.4% |
| YTD | +129.0% | +63.7% | +65.3% | +87.4% |
| All | +155.6% | +74.8% | +80.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling