+60.7%
SE vs REPL
+96.7%
-36.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.4% | +2.8% | -3.6% |
| 7D | -7.7% | +5.3% | -13.0% | -7.8% |
| 30D | -22.8% | +66.6% | -89.5% | -23.1% |
| 3M | -43.7% | +59.6% | -103.3% | -44.0% |
| 6M | -12.8% | +482.4% | -495.2% | -14.5% |
| YTD | -42.0% | +124.1% | -166.1% | -43.0% |
| 1Y | -48.0% | +138.6% | -186.6% | -48.9% |
| All | +60.7% | +96.7% | -36.0% | +50.7% |
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