+32.1%
REPL vs FIVE
+128.1%
-96.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.0% | -1.8% |
| 7D | +15.1% | -1.7% | +16.9% | +15.6% |
| 30D | +51.1% | +14.9% | +36.2% | +44.3% |
| 3M | +69.2% | +7.6% | +61.6% | +64.1% |
| 6M | +597.6% | +6.4% | +591.1% | +575.0% |
| YTD | +106.0% | +28.1% | +77.9% | +85.3% |
| 1Y | +133.3% | +54.7% | +78.6% | +96.7% |
| 3Y | +41.0% | +36.1% | +4.9% | +14.6% |
| 5Y | -40.1% | +14.9% | -55.0% | -50.1% |
| All | +32.1% | +128.1% | -96.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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