-53.6%
Z vs REPL
+125.1%
-178.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.4% |
| 7D | +10.2% | +28.8% | -18.7% | +10.4% |
| 30D | +23.7% | +57.3% | -33.7% | +24.3% |
| 3M | -6.6% | +73.6% | -80.1% | -6.0% |
| 6M | -23.0% | +582.8% | -605.8% | -21.8% |
| YTD | -50.3% | +112.9% | -163.2% | -47.4% |
| 1Y | -53.6% | +130.7% | -184.2% | -53.0% |
| All | -53.6% | +125.1% | -178.7% | -53.0% |
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