+49.4%
S vs REPL
+100.5%
-51.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.4% |
| 7D | +1.4% | +12.7% | -11.4% | +1.3% |
| 30D | -10.8% | +73.5% | -84.3% | -11.4% |
| 3M | +5.4% | +70.3% | -64.9% | +4.7% |
| 6M | +41.2% | +472.0% | -430.8% | +38.0% |
| YTD | +56.2% | +139.5% | -83.3% | +54.2% |
| 1Y | +36.3% | +167.3% | -131.0% | +34.1% |
| 3Y | +49.4% | +109.5% | -60.1% | +37.2% |
| All | +49.4% | +100.5% | -51.1% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling