+169.0%
XLI vs REPL
-6.0%
+175.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -5.9% | +27.1% | -33.1% | -6.8% |
| 3M | -0.3% | +52.4% | -52.6% | -3.2% |
| 6M | +0.1% | +107.4% | -107.3% | -7.3% |
| YTD | +13.6% | +54.7% | -41.1% | +6.3% |
| 1Y | +17.2% | +158.9% | -141.7% | +4.5% |
| 3Y | +68.2% | -23.7% | +91.9% | +45.6% |
| 5Y | +80.7% | -54.3% | +135.1% | +59.5% |
| All | +169.0% | -6.0% | +175.0% | +94.1% |
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 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