+111.4%
XLU vs REPL
-6.0%
+117.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | +0.8% | -3.0% | +3.8% | +0.9% |
| 30D | -1.3% | +27.1% | -28.5% | -1.8% |
| 3M | -1.3% | +52.4% | -53.7% | -2.9% |
| 6M | -7.6% | +107.4% | -115.1% | -11.8% |
| YTD | +2.3% | +54.7% | -52.5% | -1.6% |
| 1Y | +5.8% | +158.9% | -153.1% | -1.2% |
| 3Y | +50.5% | -23.7% | +74.3% | +38.0% |
| 5Y | +44.1% | -54.3% | +98.5% | +33.6% |
| All | +111.4% | -6.0% | +117.4% | +71.9% |
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