+37.6%
S vs REPL
+147.5%
-109.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.4% |
| 7D | +1.2% | +5.3% | -4.0% | +1.3% |
| 30D | -7.3% | +66.6% | -74.0% | -6.7% |
| 3M | +5.9% | +59.6% | -53.7% | +6.5% |
| 6M | +45.6% | +482.4% | -436.7% | +55.2% |
| YTD | +58.5% | +124.1% | -65.5% | +80.1% |
| 1Y | +37.6% | +138.6% | -100.9% | +55.4% |
| All | +37.6% | +147.5% | -109.9% | +55.4% |
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