+20.7%
XLK vs REPL
+125.1%
-104.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -7.6% | +28.8% | -36.4% | -7.9% |
| 30D | -12.2% | +57.3% | -69.5% | -12.7% |
| 3M | -5.5% | +73.6% | -79.0% | -6.1% |
| 6M | +9.2% | +582.8% | -573.7% | +6.5% |
| YTD | +23.0% | +112.9% | -89.8% | +21.9% |
| 1Y | +20.7% | +130.7% | -109.9% | +16.4% |
| All | +20.7% | +125.1% | -104.4% | +16.4% |
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