-39.0%
U vs REPL
-38.9%
-0.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.8% | -3.0% | -0.8% | -3.6% |
| 30D | +17.5% | +27.1% | -9.7% | +15.0% |
| 3M | +38.7% | +52.4% | -13.7% | +28.5% |
| 6M | +104.4% | +107.4% | -3.0% | +64.7% |
| YTD | -5.7% | +54.7% | -60.4% | -21.3% |
| 1Y | +3.7% | +158.9% | -155.2% | -25.5% |
| 3Y | +12.3% | -23.7% | +36.1% | -25.2% |
| 5Y | -68.8% | -54.3% | -14.5% | -78.8% |
| All | -39.0% | -38.9% | -0.2% | -54.2% |
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 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