-3.0%
RUN vs REPL
+48.4%
-51.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | +0.9% |
| 7D | +33.4% | +22.8% | +10.7% | +32.6% |
| 30D | +31.1% | +63.8% | -32.6% | +29.0% |
| 3M | +6.4% | +68.1% | -61.7% | +4.5% |
| 6M | -22.2% | +528.5% | -550.7% | -28.2% |
| YTD | -45.8% | +122.4% | -168.2% | -49.7% |
| 1Y | -51.1% | +154.4% | -205.5% | -54.8% |
| 3Y | -3.0% | +68.0% | -71.0% | -19.2% |
| All | -3.0% | +48.4% | -51.4% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling