+37.9%
SOLS vs REPL
+139.2%
-101.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +20.8% | +9.8% | +11.0% | +20.6% |
| 30D | +9.2% | +81.5% | -72.3% | +7.7% |
| 3M | +7.1% | +44.2% | -37.2% | +6.0% |
| 6M | -23.7% | +437.4% | -461.1% | -25.3% |
| YTD | +37.3% | +126.1% | -88.8% | +32.5% |
| 1Y | +42.2% | +143.1% | -101.0% | +36.2% |
| All | +37.9% | +139.2% | -101.3% | +32.0% |
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