+67.7%
T vs REPL
-54.3%
+122.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -1.3% | -3.0% | +1.7% | -1.3% |
| 30D | +11.4% | +27.1% | -15.8% | +11.2% |
| 3M | +14.3% | +52.4% | -38.1% | +13.8% |
| 6M | -9.3% | +107.4% | -116.7% | -10.6% |
| YTD | +7.1% | +54.7% | -47.6% | +5.7% |
| 1Y | -9.1% | +158.9% | -168.0% | -10.9% |
| 3Y | +105.3% | -23.7% | +129.1% | +103.7% |
| All | +67.7% | -54.3% | +122.0% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling