+196.8%
SPOT vs REPL
-6.0%
+202.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -3.1% |
| 7D | -0.9% | -3.0% | +2.0% | -0.8% |
| 30D | +12.5% | +27.1% | -14.7% | +11.4% |
| 3M | +9.9% | +52.4% | -42.5% | +6.3% |
| 6M | +1.6% | +107.4% | -105.9% | -8.3% |
| YTD | -6.6% | +54.7% | -61.3% | -14.2% |
| 1Y | -22.9% | +158.9% | -181.8% | -34.4% |
| 3Y | +244.3% | -23.7% | +268.0% | +181.3% |
| 5Y | +117.8% | -54.3% | +172.1% | +83.0% |
| All | +196.8% | -6.0% | +202.8% | +112.8% |
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 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