+18.9%
RF vs REPL
+147.5%
-128.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.2% |
| 7D | -1.3% | +5.3% | -6.6% | -1.3% |
| 30D | +4.6% | +66.6% | -62.0% | +4.8% |
| 3M | -8.4% | +59.6% | -68.0% | -8.3% |
| 6M | +8.9% | +482.4% | -473.5% | +9.7% |
| YTD | +8.8% | +124.1% | -115.3% | +8.3% |
| 1Y | +18.9% | +138.6% | -119.6% | +18.1% |
| All | +18.9% | +147.5% | -128.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling