-33.7%
REPL vs EXEL
+281.2%
-315.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +1.2% | -0.8% | +2.1% | +1.4% |
| 30D | +92.2% | +13.1% | +79.1% | +89.1% |
| 3M | +44.1% | +36.3% | +7.8% | +38.4% |
| 6M | +313.0% | +34.5% | +278.5% | +289.3% |
| YTD | +125.2% | +57.4% | +67.8% | +104.5% |
| 1Y | +143.8% | +62.9% | +80.8% | +119.9% |
| 3Y | +104.2% | +229.5% | -125.3% | +9.4% |
| All | -33.7% | +281.2% | -315.0% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling