+138.1%
XLC vs REPL
-6.0%
+144.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.8% | -3.0% | +2.1% | -0.8% |
| 30D | +1.0% | +27.1% | -26.1% | +0.2% |
| 3M | -0.7% | +52.4% | -53.1% | -3.6% |
| 6M | -5.1% | +107.4% | -112.6% | -12.1% |
| YTD | -4.3% | +54.7% | -59.0% | -10.3% |
| 1Y | -0.6% | +158.9% | -159.4% | -11.1% |
| 3Y | +72.7% | -23.7% | +96.4% | +50.2% |
| 5Y | +38.0% | -54.3% | +92.3% | +22.0% |
| All | +138.1% | -6.0% | +144.1% | +71.6% |
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