+42.6%
REPL vs EXR
+129.8%
-87.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.2% |
| 7D | +22.8% | +5.2% | +17.6% | +20.9% |
| 30D | +63.8% | +20.9% | +42.9% | +54.7% |
| 3M | +68.1% | +7.7% | +60.4% | +64.2% |
| 6M | +528.5% | +13.2% | +515.3% | +495.9% |
| YTD | +122.4% | +26.5% | +95.9% | +99.4% |
| 1Y | +154.4% | +27.2% | +127.2% | +127.4% |
| 3Y | +68.0% | +71.5% | -3.5% | +28.3% |
| 5Y | -35.4% | +0.4% | -35.7% | -40.5% |
| All | +42.6% | +129.8% | -87.2% | +2.1% |
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