-0.3%
SPOT vs REPL
+125.1%
-125.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +16.6% | +28.8% | -12.3% | +17.6% |
| 30D | +29.9% | +57.3% | -27.4% | +32.2% |
| 3M | +31.3% | +73.6% | -42.3% | +34.2% |
| 6M | +43.2% | +582.8% | -539.6% | +55.7% |
| YTD | +8.1% | +112.9% | -104.8% | +19.6% |
| 1Y | -0.3% | +130.7% | -131.0% | +7.1% |
| All | -0.3% | +125.1% | -125.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling