+217.7%
V vs REPL
+35.1%
+182.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.2% |
| 7D | +2.2% | +22.8% | -20.6% | +1.6% |
| 30D | +13.6% | +63.8% | -50.2% | +11.9% |
| 3M | +14.3% | +68.1% | -53.8% | +12.5% |
| 6M | +33.1% | +528.5% | -495.4% | +22.5% |
| YTD | +21.2% | +122.4% | -101.2% | +13.4% |
| 1Y | +26.4% | +154.4% | -127.9% | +17.5% |
| 3Y | +77.6% | +68.0% | +9.6% | +48.9% |
| 5Y | +102.6% | -35.4% | +138.0% | +80.3% |
| All | +217.7% | +35.1% | +182.6% | +120.6% |
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 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