+63.0%
T vs REPL
+35.1%
+27.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.0% |
| 7D | +1.0% | +22.8% | -21.7% | +0.6% |
| 30D | -10.6% | +63.8% | -74.4% | -11.5% |
| 3M | -7.7% | +68.1% | -75.9% | -8.8% |
| 6M | -13.3% | +528.5% | -541.8% | -18.3% |
| YTD | -8.8% | +122.4% | -131.2% | -13.1% |
| 1Y | -8.4% | +154.4% | -162.8% | -13.1% |
| 3Y | +59.6% | +68.0% | -8.3% | +41.6% |
| 5Y | +52.1% | -35.4% | +87.5% | +41.2% |
| All | +63.0% | +35.1% | +27.9% | +27.3% |
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