+181.9%
V vs REPL
-6.0%
+187.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -1.6% |
| 30D | +2.0% | +27.1% | -25.2% | +1.2% |
| 3M | +17.4% | +52.4% | -35.0% | +14.5% |
| 6M | +17.5% | +107.4% | -90.0% | +10.0% |
| YTD | +7.6% | +54.7% | -47.1% | +1.8% |
| 1Y | +7.7% | +158.9% | -151.1% | -2.5% |
| 3Y | +54.7% | -23.7% | +78.4% | +36.4% |
| 5Y | +73.0% | -54.3% | +127.4% | +55.3% |
| All | +181.9% | -6.0% | +187.9% | +98.0% |
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