+126.8%
RF vs REPL
+29.3%
+97.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.3% | +28.8% | -26.6% | +1.1% |
| 30D | +7.2% | +57.3% | -50.1% | +5.0% |
| 3M | -8.2% | +73.6% | -81.8% | -10.7% |
| 6M | +7.0% | +582.8% | -575.8% | -6.8% |
| YTD | +10.3% | +112.9% | -102.6% | -0.8% |
| 1Y | +25.1% | +130.7% | -105.6% | +11.8% |
| 3Y | +110.3% | +45.7% | +64.6% | +62.2% |
| 5Y | +47.1% | -37.9% | +85.0% | +22.0% |
| All | +126.8% | +29.3% | +97.5% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling