+42.6%
REPL vs FIVE
+127.2%
-84.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | +22.8% | -0.3% | +23.0% | +22.7% |
| 30D | +63.8% | +17.7% | +46.1% | +55.2% |
| 3M | +68.1% | +4.0% | +64.1% | +64.8% |
| 6M | +528.5% | +2.6% | +525.9% | +514.6% |
| YTD | +122.4% | +27.6% | +94.9% | +100.3% |
| 1Y | +154.4% | +59.9% | +94.4% | +112.1% |
| 3Y | +68.0% | +35.8% | +32.2% | +36.6% |
| 5Y | -35.4% | +14.4% | -49.8% | -46.1% |
| All | +42.6% | +127.2% | -84.6% | -20.4% |
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