+257.7%
SPOT vs REPL
+91.4%
+166.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.0% |
| 7D | +2.5% | +14.2% | -11.7% | +2.7% |
| 30D | +15.1% | +65.9% | -50.8% | +15.8% |
| 3M | +24.8% | +84.6% | -59.8% | +25.7% |
| 6M | +45.8% | +446.9% | -401.2% | +48.6% |
| YTD | +4.9% | +129.0% | -124.1% | +7.3% |
| 1Y | -1.3% | +167.9% | -169.1% | +0.8% |
| 3Y | +257.7% | +93.9% | +163.8% | +267.8% |
| All | +257.7% | +91.4% | +166.3% | +267.8% |
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 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