+116.3%
XLY vs REPL
-9.7%
+126.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.3% |
| 7D | -2.1% | -9.6% | +7.5% | -1.7% |
| 30D | -6.0% | +5.7% | -11.7% | -6.3% |
| 3M | -2.7% | +56.4% | -59.1% | -6.2% |
| 6M | -1.5% | +67.4% | -68.9% | -8.8% |
| YTD | -5.4% | +48.7% | -54.1% | -12.2% |
| 1Y | -3.8% | +148.3% | -152.1% | -15.4% |
| 3Y | +36.6% | -26.7% | +63.3% | +15.9% |
| 5Y | +27.4% | -54.1% | +81.5% | +9.8% |
| All | +116.3% | -9.7% | +126.0% | +52.8% |
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