+117.1%
XLP vs REPL
+29.3%
+87.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +5.9% | +28.8% | -23.0% | +5.5% |
| 30D | +13.5% | +57.3% | -43.9% | +12.7% |
| 3M | +8.4% | +73.6% | -65.2% | +7.5% |
| 6M | +11.5% | +582.8% | -571.3% | +6.3% |
| YTD | +20.6% | +112.9% | -92.2% | +16.4% |
| 1Y | +24.3% | +130.7% | -106.3% | +19.7% |
| 3Y | +45.1% | +45.7% | -0.6% | +32.5% |
| 5Y | +44.6% | -37.9% | +82.5% | +35.9% |
| All | +117.1% | +29.3% | +87.7% | +78.9% |
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