-53.9%
RUN vs REPL
+125.1%
-179.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +18.5% | +28.8% | -10.4% | +17.1% |
| 30D | +15.5% | +57.3% | -41.8% | +13.0% |
| 3M | -20.3% | +73.6% | -93.9% | -22.6% |
| 6M | -30.8% | +582.8% | -613.6% | -39.7% |
| YTD | -52.2% | +112.9% | -165.1% | -57.9% |
| 1Y | -53.9% | +130.7% | -184.5% | -62.5% |
| All | -53.9% | +125.1% | -179.0% | -62.5% |
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