+120.7%
XLK vs REPL
-27.0%
+147.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +2.3% | -9.6% | +11.9% | +2.4% |
| 30D | +0.8% | +5.7% | -4.9% | +0.8% |
| 3M | +4.1% | +56.4% | -52.3% | +3.1% |
| 6M | +34.8% | +67.4% | -32.7% | +32.1% |
| YTD | +30.8% | +48.7% | -17.9% | +28.3% |
| 1Y | +42.4% | +148.3% | -105.9% | +38.2% |
| All | +120.7% | -27.0% | +147.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling