-35.1%
REPL vs EXEL
+260.1%
-295.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +7.8% |
| 7D | +22.8% | +0.3% | +22.5% | +22.8% |
| 30D | +63.8% | +19.0% | +44.7% | +60.0% |
| 3M | +68.1% | +33.3% | +34.8% | +61.7% |
| 6M | +528.5% | +42.9% | +485.6% | +485.3% |
| YTD | +122.4% | +58.7% | +63.7% | +101.9% |
| 1Y | +154.4% | +70.5% | +83.8% | +127.9% |
| 3Y | +68.0% | +233.8% | -165.8% | -10.2% |
| All | -35.1% | +260.1% | -295.2% | -68.2% |
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 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