-68.4%
U vs REPL
-35.6%
-32.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.5% | +4.9% |
| 7D | +36.6% | +22.8% | +13.8% | +34.4% |
| 30D | +13.3% | +63.8% | -50.5% | +8.7% |
| 3M | +26.2% | +68.1% | -41.9% | +20.5% |
| 6M | +88.7% | +528.5% | -439.7% | +47.0% |
| YTD | +16.6% | +122.4% | -105.9% | -4.9% |
| 1Y | +29.0% | +154.4% | -125.4% | +3.2% |
| 3Y | +99.5% | +68.0% | +31.5% | +6.3% |
| All | -68.4% | -35.6% | -32.8% | -79.6% |
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