-48.8%
SE vs REPL
+125.1%
-173.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +6.7% | +28.8% | -22.2% | +6.6% |
| 30D | -17.2% | +57.3% | -74.5% | -17.2% |
| 3M | -28.0% | +73.6% | -101.6% | -28.0% |
| 6M | -6.1% | +582.8% | -589.0% | -5.9% |
| YTD | -37.1% | +112.9% | -150.0% | -41.1% |
| 1Y | -48.8% | +130.7% | -179.4% | -51.2% |
| All | -48.8% | +125.1% | -173.9% | -51.2% |
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 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