+169.2%
SO vs REPL
+35.1%
+134.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.2% |
| 7D | -1.5% | +22.8% | -24.2% | -1.8% |
| 30D | +8.1% | +63.8% | -55.7% | +7.2% |
| 3M | +0.2% | +68.1% | -67.9% | -0.7% |
| 6M | +0.4% | +528.5% | -528.1% | -4.4% |
| YTD | +8.5% | +122.4% | -113.9% | +4.2% |
| 1Y | +4.9% | +154.4% | -149.4% | +0.5% |
| 3Y | +47.9% | +68.0% | -20.1% | +33.4% |
| 5Y | +75.7% | -35.4% | +111.0% | +64.8% |
| All | +169.2% | +35.1% | +134.1% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling