+68.0%
REPL vs USFR
+14.4%
+53.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +22.8% | +0.1% | +22.7% | +22.8% |
| 30D | +63.8% | +0.4% | +63.4% | +64.6% |
| 3M | +68.1% | +1.1% | +67.1% | +70.3% |
| 6M | +528.5% | +2.1% | +526.4% | +535.0% |
| YTD | +122.4% | +3.4% | +119.0% | +123.3% |
| 1Y | +154.4% | +4.1% | +150.2% | +156.8% |
| 3Y | +68.0% | +14.4% | +53.6% | +27.5% |
| All | +68.0% | +14.4% | +53.6% | +27.5% |
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