-72.0%
S vs REPL
-54.3%
-17.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -7.7% | -3.0% | -4.7% | -7.6% |
| 30D | -5.3% | +27.1% | -32.5% | -6.5% |
| 3M | +20.3% | +52.4% | -32.1% | +15.5% |
| 6M | +47.4% | +107.4% | -60.1% | +32.2% |
| YTD | +32.5% | +54.7% | -22.2% | +21.5% |
| 1Y | +9.5% | +158.9% | -149.3% | -8.1% |
| 3Y | +15.5% | -23.7% | +39.2% | -3.6% |
| All | -72.0% | -54.3% | -17.7% | -77.0% |
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