-73.3%
U vs REPL
-35.0%
-38.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.3% |
| 7D | +2.6% | +1.2% | +1.3% | +2.4% |
| 30D | +27.6% | +92.2% | -64.6% | +20.9% |
| 3M | +15.3% | +44.1% | -28.8% | +11.5% |
| 6M | +96.4% | +313.0% | -216.6% | +61.3% |
| YTD | +19.6% | +125.2% | -105.6% | -2.6% |
| 1Y | +42.1% | +143.8% | -101.6% | +14.5% |
| 3Y | +87.5% | +104.2% | -16.7% | -8.5% |
| All | -73.3% | -35.0% | -38.3% | -83.2% |
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