+28.1%
XYZ vs REPL
+175.2%
-147.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -7.9% | -3.3% |
| 7D | +12.6% | +12.7% | -0.1% | +12.7% |
| 30D | +10.8% | +73.5% | -62.7% | +11.3% |
| 3M | +8.4% | +70.3% | -61.9% | +8.9% |
| 6M | +14.3% | +472.0% | -457.7% | +15.9% |
| YTD | +31.5% | +139.5% | -108.0% | +35.5% |
| 1Y | +28.1% | +167.3% | -139.2% | +25.3% |
| All | +28.1% | +175.2% | -147.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling