-82.8%
RUN vs REPL
-35.6%
-47.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | +0.6% |
| 7D | +33.4% | +22.8% | +10.7% | +31.5% |
| 30D | +31.1% | +63.8% | -32.6% | +26.3% |
| 3M | +6.4% | +68.1% | -61.7% | +2.0% |
| 6M | -22.2% | +528.5% | -550.7% | -36.5% |
| YTD | -45.8% | +122.4% | -168.2% | -54.3% |
| 1Y | -51.1% | +154.4% | -205.5% | -59.3% |
| 3Y | -3.0% | +68.0% | -71.0% | -40.9% |
| All | -82.8% | -35.6% | -47.2% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling