+134.6%
XLE vs REPL
+35.1%
+99.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.3% |
| 7D | -12.0% | +22.8% | -34.8% | -12.6% |
| 30D | -2.7% | +63.8% | -66.5% | -4.4% |
| 3M | +6.6% | +68.1% | -61.5% | +4.6% |
| 6M | +9.5% | +528.5% | -519.0% | +0.1% |
| YTD | +40.6% | +122.4% | -81.9% | +30.6% |
| 1Y | +43.6% | +154.4% | -110.8% | +32.6% |
| 3Y | +58.1% | +68.0% | -9.9% | +30.9% |
| 5Y | +152.2% | -35.4% | +187.6% | +123.2% |
| All | +134.6% | +35.1% | +99.4% | +64.0% |
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 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