+59.6%
T vs REPL
+48.4%
+11.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -0.8% |
| 7D | +1.0% | +22.8% | -21.7% | +1.1% |
| 30D | -10.6% | +63.8% | -74.4% | -10.5% |
| 3M | -7.7% | +68.1% | -75.9% | -7.6% |
| 6M | -13.3% | +528.5% | -541.8% | -13.0% |
| YTD | -8.8% | +122.4% | -131.2% | -8.7% |
| 1Y | -8.4% | +154.4% | -162.8% | -8.2% |
| 3Y | +59.6% | +68.0% | -8.3% | +60.0% |
| All | +59.6% | +48.4% | +11.3% | +60.0% |
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 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