+220.5%
V vs REPL
+36.1%
+184.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.8% |
| 7D | -2.3% | +5.3% | -7.6% | -2.5% |
| 30D | +9.5% | +66.6% | -57.1% | +7.9% |
| 3M | +17.5% | +59.6% | -42.1% | +15.8% |
| 6M | +32.2% | +482.4% | -450.2% | +22.1% |
| YTD | +22.3% | +124.1% | -101.8% | +14.4% |
| 1Y | +26.8% | +138.6% | -111.8% | +18.2% |
| 3Y | +77.5% | +96.0% | -18.6% | +46.9% |
| 5Y | +110.1% | -35.4% | +145.5% | +87.0% |
| All | +220.5% | +36.1% | +184.3% | +122.4% |
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