+43.4%
XLK vs REPL
+161.1%
-117.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +0.9% | -3.0% | +3.8% | +0.9% |
| 30D | +0.7% | +27.1% | -26.4% | +0.5% |
| 3M | -2.9% | +52.4% | -55.3% | -3.5% |
| 6M | +34.3% | +107.4% | -73.2% | +32.1% |
| YTD | +30.4% | +54.7% | -24.3% | +28.5% |
| 1Y | +43.4% | +158.9% | -115.5% | +40.7% |
| All | +43.4% | +161.1% | -117.7% | +40.7% |
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