+134.6%
XLE vs REPL
+25.1%
+109.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.3% | -2.9% |
| 7D | -10.3% | +15.1% | -25.4% | -10.7% |
| 30D | -3.3% | +51.1% | -54.4% | -4.7% |
| 3M | +8.2% | +69.2% | -61.1% | +6.2% |
| 6M | +5.0% | +597.6% | -592.5% | -4.6% |
| YTD | +40.6% | +106.0% | -65.4% | +30.9% |
| 1Y | +45.0% | +133.3% | -88.3% | +34.2% |
| 3Y | +56.3% | +41.0% | +15.3% | +31.0% |
| 5Y | +152.2% | -40.1% | +192.4% | +123.7% |
| All | +134.6% | +25.1% | +109.5% | +64.5% |
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