+65.5%
T vs REPL
+98.6%
-33.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +1.6% | +9.8% | -8.1% | +1.7% |
| 30D | -2.9% | +81.5% | -84.4% | -2.8% |
| 3M | -7.5% | +44.2% | -51.7% | -7.4% |
| 6M | -9.9% | +437.4% | -447.3% | -9.6% |
| YTD | -6.4% | +126.1% | -132.6% | -6.4% |
| 1Y | -9.4% | +143.1% | -152.5% | -9.3% |
| All | +65.5% | +98.6% | -33.1% | +67.0% |
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