+39.2%
S vs REPL
+125.1%
-85.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -8.2% | +28.8% | -37.0% | -7.9% |
| 30D | -7.6% | +57.3% | -65.0% | -7.1% |
| 3M | +12.0% | +73.6% | -61.6% | +12.9% |
| 6M | +50.6% | +582.8% | -532.3% | +61.3% |
| YTD | +56.6% | +112.9% | -56.3% | +77.6% |
| 1Y | +39.2% | +130.7% | -91.4% | +53.4% |
| All | +39.2% | +125.1% | -85.9% | +53.4% |
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