-61.6%
XYZ vs REPL
-33.0%
-28.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.5% |
| 7D | +14.9% | +14.2% | +0.7% | +14.3% |
| 30D | +14.7% | +65.9% | -51.2% | +12.2% |
| 3M | +12.1% | +84.6% | -72.5% | +9.1% |
| 6M | +18.3% | +446.9% | -428.6% | +4.9% |
| YTD | +36.1% | +129.0% | -93.0% | +22.4% |
| 1Y | +35.3% | +167.9% | -132.6% | +20.3% |
| 3Y | +73.5% | +93.9% | -20.4% | +18.3% |
| 5Y | -61.6% | -33.0% | -28.7% | -68.4% |
| All | -61.6% | -33.0% | -28.6% | -68.4% |
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