+48.3%
XLE vs REPL
+161.1%
-112.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.9% |
| 7D | +2.2% | -3.0% | +5.2% | +2.2% |
| 30D | +11.8% | +27.1% | -15.4% | +11.7% |
| 3M | +9.8% | +52.4% | -42.6% | +9.5% |
| 6M | +15.6% | +107.4% | -91.9% | +15.8% |
| YTD | +45.3% | +54.7% | -9.5% | +45.8% |
| 1Y | +48.3% | +158.9% | -110.6% | +47.0% |
| All | +48.3% | +161.1% | -112.8% | +47.0% |
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