-5.8%
XLC vs REPL
+125.1%
-130.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +1.8% | +28.8% | -27.1% | +1.7% |
| 30D | -6.0% | +57.3% | -63.3% | -6.0% |
| 3M | -6.0% | +73.6% | -79.6% | -6.1% |
| 6M | -9.1% | +582.8% | -591.9% | -10.1% |
| YTD | -10.0% | +112.9% | -122.9% | -10.1% |
| 1Y | -5.8% | +130.7% | -136.5% | -7.1% |
| All | -5.8% | +125.1% | -130.9% | -7.1% |
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