+77.0%
SO vs REPL
-35.6%
+112.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.1% |
| 7D | -1.5% | +22.8% | -24.2% | -1.5% |
| 30D | +8.1% | +63.8% | -55.7% | +7.9% |
| 3M | +0.2% | +68.1% | -67.9% | 0.0% |
| 6M | +0.4% | +528.5% | -528.1% | -0.8% |
| YTD | +8.5% | +122.4% | -113.9% | +7.4% |
| 1Y | +4.9% | +154.4% | -149.4% | +3.8% |
| 3Y | +47.9% | +68.0% | -20.1% | +43.2% |
| All | +77.0% | -35.6% | +112.6% | +72.9% |
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