-24.2%
REPL vs EXEL
+160.6%
-184.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.7% |
| 7D | -3.0% | +8.4% | -11.3% | -1.8% |
| 30D | +27.1% | +4.1% | +23.1% | +28.3% |
| 3M | +52.4% | +12.4% | +40.0% | +54.4% |
| 6M | +107.4% | +41.5% | +65.9% | +110.9% |
| YTD | +54.7% | +34.6% | +20.1% | +56.6% |
| 1Y | +158.9% | +57.9% | +101.0% | +167.3% |
| All | -24.2% | +160.6% | -184.8% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling