-21.4%
W vs REPL
-6.0%
-15.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.7% |
| 7D | -4.2% | -3.0% | -1.2% | -4.0% |
| 30D | -7.6% | +27.1% | -34.7% | -9.8% |
| 3M | +37.2% | +52.4% | -15.2% | +26.0% |
| 6M | +26.3% | +107.4% | -81.1% | +0.2% |
| YTD | -1.0% | +54.7% | -55.7% | -18.8% |
| 1Y | +20.1% | +158.9% | -138.8% | -14.5% |
| 3Y | +37.8% | -23.7% | +61.5% | -13.3% |
| 5Y | -63.7% | -54.3% | -9.3% | -75.0% |
| All | -21.4% | -6.0% | -15.4% | -66.5% |
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