+42.0%
XLP vs REPL
-35.6%
+77.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.3% |
| 7D | +0.7% | +22.8% | -22.0% | +0.7% |
| 30D | +10.3% | +63.8% | -53.5% | +10.1% |
| 3M | +6.5% | +68.1% | -61.6% | +6.4% |
| 6M | +8.4% | +528.5% | -520.1% | +7.0% |
| YTD | +18.2% | +122.4% | -104.2% | +17.0% |
| 1Y | +22.4% | +154.4% | -131.9% | +21.0% |
| 3Y | +41.9% | +68.0% | -26.1% | +36.5% |
| All | +42.0% | -35.6% | +77.6% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling