-63.9%
XYZ vs REPL
-35.6%
-28.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.4% |
| 7D | +12.1% | +22.8% | -10.6% | +11.2% |
| 30D | +12.4% | +63.8% | -51.4% | +10.0% |
| 3M | +8.2% | +68.1% | -59.9% | +5.6% |
| 6M | +20.7% | +528.5% | -507.8% | +5.9% |
| YTD | +31.3% | +122.4% | -91.1% | +18.3% |
| 1Y | +20.5% | +154.4% | -133.8% | +7.5% |
| 3Y | +72.6% | +68.0% | +4.6% | +22.0% |
| All | -63.9% | -35.6% | -28.3% | -70.3% |
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 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