+42.1%
RF vs REPL
-35.6%
+77.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.3% | -0.5% |
| 7D | -0.9% | +22.8% | -23.7% | -1.3% |
| 30D | +6.0% | +63.8% | -57.8% | +5.0% |
| 3M | -8.9% | +68.1% | -77.0% | -9.9% |
| 6M | +2.3% | +528.5% | -526.1% | -3.2% |
| YTD | +7.6% | +122.4% | -114.9% | +2.9% |
| 1Y | +21.2% | +154.4% | -133.2% | +15.4% |
| 3Y | +108.5% | +68.0% | +40.5% | +82.3% |
| All | +42.1% | -35.6% | +77.7% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling