-38.2%
RUN vs REPL
-6.0%
-32.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +1.3% | -3.0% | +4.2% | +1.6% |
| 30D | -15.3% | +27.1% | -42.4% | -17.8% |
| 3M | -40.0% | +52.4% | -92.4% | -45.6% |
| 6M | -27.0% | +107.4% | -134.4% | -42.8% |
| YTD | -51.7% | +54.7% | -106.4% | -60.9% |
| 1Y | -45.9% | +158.9% | -204.8% | -61.7% |
| 3Y | -43.8% | -23.7% | -20.0% | -65.0% |
| 5Y | -80.5% | -54.3% | -26.1% | -86.7% |
| All | -38.2% | -6.0% | -32.2% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling