+126.4%
TEAM vs REPL
+35.1%
+91.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +8.0% | -24.1% | -16.6% |
| 7D | -19.8% | +22.8% | -42.6% | -20.9% |
| 30D | -21.5% | +63.8% | -85.3% | -24.1% |
| 3M | +39.5% | +68.1% | -28.6% | +34.1% |
| 6M | +73.1% | +528.5% | -455.4% | +44.2% |
| YTD | -5.2% | +122.4% | -127.6% | -18.6% |
| 1Y | -1.6% | +154.4% | -155.9% | -16.5% |
| 3Y | -11.4% | +68.0% | -79.4% | -38.9% |
| 5Y | -65.1% | -35.4% | -29.7% | -73.2% |
| All | +126.4% | +35.1% | +91.3% | +44.7% |
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