+57.8%
T vs REPL
-35.0%
+92.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | -3.8% | +92.2% | -96.0% | -4.0% |
| 3M | -8.7% | +44.1% | -52.9% | -8.9% |
| 6M | -8.1% | +313.0% | -321.1% | -9.1% |
| YTD | -6.4% | +125.2% | -131.7% | -7.7% |
| 1Y | -9.8% | +143.8% | -153.5% | -11.0% |
| 3Y | +65.5% | +104.2% | -38.7% | +58.0% |
| All | +57.8% | -35.0% | +92.8% | +50.4% |
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