+39.2%
SOLS vs REPL
+137.0%
-97.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.4% | +9.7% | +3.4% |
| 7D | +16.4% | +5.3% | +11.1% | +16.2% |
| 30D | +10.6% | +66.6% | -56.0% | +9.3% |
| 3M | +10.0% | +59.6% | -49.5% | +8.8% |
| 6M | -21.2% | +482.4% | -503.6% | -22.7% |
| YTD | +38.7% | +124.1% | -85.4% | +33.8% |
| 1Y | +46.1% | +138.6% | -92.5% | +40.0% |
| All | +39.2% | +137.0% | -97.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling