-45.1%
RUN vs REPL
+136.9%
-182.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.5% |
| 7D | -1.8% | -9.6% | +7.8% | -1.4% |
| 30D | -10.8% | +5.7% | -16.5% | -11.1% |
| 3M | -30.2% | +56.4% | -86.5% | -32.7% |
| 6M | -22.3% | +67.4% | -89.8% | -28.8% |
| YTD | -52.2% | +48.7% | -100.8% | -56.2% |
| 1Y | -45.1% | +148.3% | -193.4% | -51.1% |
| All | -45.1% | +136.9% | -182.0% | -51.1% |
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