+90.1%
RF vs REPL
-54.3%
+144.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | -3.6% | +27.1% | -30.7% | -4.1% |
| 3M | +8.1% | +52.4% | -44.3% | +6.3% |
| 6M | +11.5% | +107.4% | -96.0% | +6.5% |
| YTD | +15.6% | +54.7% | -39.2% | +11.3% |
| 1Y | +15.7% | +158.9% | -143.2% | +7.7% |
| 3Y | +86.9% | -23.7% | +110.6% | +71.2% |
| All | +90.1% | -54.3% | +144.4% | +83.9% |
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