-25.1%
REPL vs USFR
+14.0%
-39.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.9% |
| 30D | +22.5% | +0.3% | +22.2% | +21.1% |
| 3M | +64.7% | +1.0% | +63.7% | +58.8% |
| 6M | +83.0% | +1.9% | +81.1% | +68.9% |
| YTD | +52.0% | +2.7% | +49.3% | +35.9% |
| 1Y | +144.5% | +4.0% | +140.5% | +112.0% |
| 3Y | -25.1% | +14.0% | -39.1% | -66.4% |
| All | -25.1% | +14.0% | -39.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling