+19.4%
XYZ vs REPL
+25.1%
-5.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.9% |
| 7D | +9.2% | +15.1% | -5.9% | +8.1% |
| 30D | +9.8% | +51.1% | -41.3% | +6.4% |
| 3M | -0.2% | +69.2% | -69.4% | -4.3% |
| 6M | +18.0% | +597.6% | -579.6% | -6.2% |
| YTD | +29.1% | +106.0% | -76.9% | +8.4% |
| 1Y | +14.1% | +133.3% | -119.2% | -5.6% |
| 3Y | +72.6% | +41.0% | +31.7% | +10.2% |
| 5Y | -64.6% | -40.1% | -24.4% | -74.2% |
| All | +19.4% | +25.1% | -5.8% | -45.1% |
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