+130.7%
REPL vs EXR
+28.1%
+102.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +2.4% |
| 7D | +28.8% | +11.3% | +17.6% | +39.1% |
| 30D | +57.3% | +21.2% | +36.2% | +83.2% |
| 3M | +73.6% | +8.7% | +64.9% | +81.9% |
| 6M | +582.8% | +18.2% | +564.6% | +669.6% |
| YTD | +112.9% | +27.9% | +84.9% | +140.9% |
| 1Y | +130.7% | +28.3% | +102.3% | +164.5% |
| All | +130.7% | +28.1% | +102.6% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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