+78.7%
SO vs REPL
-35.0%
+113.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | +4.7% | +92.2% | -87.5% | +4.5% |
| 3M | +1.7% | +44.1% | -42.4% | +1.6% |
| 6M | +2.2% | +313.0% | -310.9% | +1.3% |
| YTD | +10.0% | +125.2% | -115.2% | +8.9% |
| 1Y | +6.0% | +143.8% | -137.7% | +4.9% |
| 3Y | +54.1% | +104.2% | -50.1% | +48.0% |
| All | +78.7% | -35.0% | +113.7% | +75.9% |
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