+29.3%
TECH vs REPL
+96.7%
-67.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +0.1% | +5.3% | -5.2% | +0.1% |
| 30D | +0.3% | +66.6% | -66.3% | +0.3% |
| 3M | +1.0% | +59.6% | -58.5% | +1.0% |
| 6M | +54.0% | +482.4% | -428.4% | +53.8% |
| YTD | +24.3% | +124.1% | -99.8% | +25.8% |
| 1Y | +23.7% | +138.6% | -114.8% | +24.9% |
| All | +29.3% | +96.7% | -67.4% | +16.7% |
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 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