-56.2%
RUN vs REPL
+142.3%
-198.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.1% |
| 7D | -13.7% | +9.8% | -23.5% | -14.1% |
| 30D | +9.4% | +81.5% | -72.1% | +6.3% |
| 3M | -13.4% | +44.2% | -57.6% | -15.1% |
| 6M | -39.6% | +437.4% | -477.0% | -46.3% |
| YTD | -53.7% | +126.1% | -179.8% | -61.3% |
| 1Y | -56.2% | +143.1% | -199.3% | -64.0% |
| All | -56.2% | +142.3% | -198.5% | -64.0% |
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