+93.8%
TECH vs REPL
+35.1%
+58.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | -0.1% |
| 7D | +0.2% | +22.8% | -22.6% | -0.6% |
| 30D | +0.3% | +63.8% | -63.4% | -1.7% |
| 3M | +1.3% | +68.1% | -66.8% | -1.0% |
| 6M | +54.0% | +528.5% | -474.5% | +37.2% |
| YTD | +24.3% | +122.4% | -98.1% | +13.3% |
| 1Y | +25.8% | +154.4% | -128.5% | +13.5% |
| 3Y | +26.0% | +68.0% | -42.0% | -4.3% |
| 5Y | -40.1% | -35.4% | -4.7% | -50.5% |
| All | +93.8% | +35.1% | +58.6% | +30.4% |
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 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