+143.1%
REPL vs EXEL
+62.5%
+80.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +9.8% | +1.6% | +8.1% | +9.7% |
| 30D | +81.5% | +17.4% | +64.1% | +82.9% |
| 3M | +44.2% | +38.6% | +5.6% | +48.4% |
| 6M | +437.4% | +41.2% | +396.2% | +391.4% |
| YTD | +126.1% | +59.3% | +66.8% | +86.3% |
| 1Y | +143.1% | +60.2% | +82.9% | +101.2% |
| All | +143.1% | +62.5% | +80.6% | +101.2% |
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