-79.4%
RUN vs REPL
-53.9%
-25.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +3.8% |
| 7D | +10.2% | -5.7% | +15.9% | +10.6% |
| 30D | -9.6% | +22.5% | -32.1% | -11.1% |
| 3M | -31.5% | +64.7% | -96.2% | -36.3% |
| 6M | -18.7% | +83.0% | -101.7% | -30.5% |
| YTD | -49.9% | +52.0% | -101.8% | -56.7% |
| 1Y | -45.5% | +144.5% | -190.0% | -56.8% |
| 3Y | -34.1% | -25.1% | -9.0% | -49.9% |
| 5Y | -79.4% | -52.9% | -26.6% | -81.5% |
| All | -79.4% | -53.9% | -25.5% | -81.5% |
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 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