-0.8%
REPL vs EXR
+98.6%
-99.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.0% | -2.6% | -0.4% | -2.2% |
| 30D | +27.1% | -7.2% | +34.3% | +29.9% |
| 3M | +52.4% | -3.5% | +55.9% | +52.5% |
| 6M | +107.4% | -5.3% | +112.7% | +106.7% |
| YTD | +54.7% | +9.4% | +45.4% | +45.0% |
| 1Y | +158.9% | +1.3% | +157.5% | +150.0% |
| 3Y | -23.7% | +22.4% | -46.1% | -34.7% |
| 5Y | -54.3% | -12.2% | -42.1% | -56.3% |
| All | -0.8% | +98.6% | -99.4% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling