+173.1%
SO vs REPL
+45.5%
+127.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | -0.1% | +12.7% | -12.8% | -0.3% |
| 30D | +8.7% | +73.5% | -64.8% | +7.7% |
| 3M | +3.4% | +70.3% | -66.9% | +2.4% |
| 6M | +3.7% | +472.0% | -468.3% | -0.9% |
| YTD | +10.0% | +139.5% | -129.5% | +5.6% |
| 1Y | +6.6% | +167.3% | -160.7% | +2.0% |
| 3Y | +52.5% | +109.5% | -57.0% | +36.3% |
| 5Y | +76.1% | -29.9% | +106.0% | +64.9% |
| All | +173.1% | +45.5% | +127.6% | +126.8% |
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