-67.5%
S vs REPL
-34.5%
-33.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.8% |
| 7D | +1.2% | +5.3% | -4.0% | +1.0% |
| 30D | -7.3% | +66.6% | -74.0% | -9.6% |
| 3M | +5.9% | +59.6% | -53.7% | +3.3% |
| 6M | +45.6% | +482.4% | -436.7% | +27.9% |
| YTD | +58.5% | +124.1% | -65.5% | +42.8% |
| 1Y | +37.6% | +138.6% | -100.9% | +23.2% |
| 3Y | +51.7% | +96.0% | -44.4% | 0.0% |
| 5Y | -67.5% | -35.4% | -32.1% | -69.9% |
| All | -67.5% | -34.5% | -33.0% | -69.9% |
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