+42.6%
REPL vs EXEL
+225.2%
-182.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +7.7% |
| 7D | +22.8% | +0.3% | +22.5% | +22.8% |
| 30D | +63.8% | +19.0% | +44.7% | +57.5% |
| 3M | +68.1% | +33.3% | +34.8% | +57.3% |
| 6M | +528.5% | +42.9% | +485.6% | +469.0% |
| YTD | +122.4% | +58.7% | +63.7% | +95.2% |
| 1Y | +154.4% | +70.5% | +83.8% | +119.0% |
| 3Y | +68.0% | +233.8% | -165.8% | +3.8% |
| 5Y | -35.4% | +259.3% | -294.7% | -61.1% |
| All | +42.6% | +225.2% | -182.6% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling