-5.1%
SPOT vs REPL
+144.6%
-149.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.3% |
| 7D | +1.6% | +1.2% | +0.3% | +1.7% |
| 30D | +16.9% | +92.2% | -75.3% | +19.9% |
| 3M | +23.0% | +44.1% | -21.1% | +24.9% |
| 6M | +42.2% | +313.0% | -270.8% | +54.0% |
| YTD | +5.5% | +125.2% | -119.7% | +14.9% |
| 1Y | -5.1% | +143.8% | -148.8% | +5.9% |
| All | -5.1% | +144.6% | -149.6% | +5.9% |
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