-58.0%
Z vs REPL
+163.1%
-221.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +3.8% |
| 7D | -5.2% | +14.2% | -19.4% | -5.0% |
| 30D | +5.7% | +65.9% | -60.1% | +6.3% |
| 3M | -8.7% | +84.6% | -93.3% | -8.2% |
| 6M | -26.0% | +446.9% | -472.9% | -24.8% |
| YTD | -55.0% | +129.0% | -184.1% | -52.1% |
| All | -58.0% | +163.1% | -221.1% | -56.9% |
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