-0.8%
REPL vs USFR
+24.6%
-25.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.0% | +0.1% | -3.0% | -3.2% |
| 30D | +27.1% | +0.3% | +26.8% | +25.6% |
| 3M | +52.4% | +1.0% | +51.4% | +46.2% |
| 6M | +107.4% | +1.9% | +105.5% | +92.0% |
| YTD | +54.7% | +2.6% | +52.1% | +39.7% |
| 1Y | +158.9% | +4.0% | +154.9% | +123.4% |
| 3Y | -23.7% | +14.1% | -37.8% | -53.5% |
| 5Y | -54.3% | +20.4% | -74.8% | -78.5% |
| All | -0.8% | +24.6% | -25.4% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling