+156.9%
SO vs REPL
-6.0%
+162.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -4.6% | +27.1% | -31.7% | -5.0% |
| 3M | -3.0% | +52.4% | -55.4% | -4.4% |
| 6M | -8.3% | +107.4% | -115.7% | -11.8% |
| YTD | +3.5% | +54.7% | -51.2% | +0.1% |
| 1Y | -0.9% | +158.9% | -159.8% | -6.5% |
| 3Y | +45.4% | -23.7% | +69.1% | +35.2% |
| 5Y | +59.6% | -54.3% | +114.0% | +50.4% |
| All | +156.9% | -6.0% | +162.9% | +115.1% |
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