+14.8%
W vs REPL
+136.7%
-121.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +6.5% | -5.7% | +12.2% | +6.4% |
| 30D | -6.2% | +22.5% | -28.7% | -5.9% |
| 3M | +48.9% | +64.7% | -15.8% | +51.7% |
| 6M | +31.2% | +83.0% | -51.8% | +33.8% |
| YTD | -0.4% | +52.0% | -52.4% | +1.6% |
| 1Y | +14.8% | +144.5% | -129.7% | +16.6% |
| All | +14.8% | +136.7% | -121.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling